One-off improvements
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Improvements
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Implementation of general improvements in the repurchase option flow for Financial Bills (LFs). Among the improvements are the possibility of automatically including a periodic schedule for LFs, the possibility of maintaining the repurchase schedule, restructuring the status flow of options events, and other one-off improvements.
This improvement will bring greater quality to the generation of debentures reference prices, making it more robust and complete.
B3 will improve the accuracy criteria of the calculation models offered by CALC fixed income calculation tool. As a result, we will replicate the calculation results delivered by CALC in a more agile, efficient and accurate way.
Insertion of Delta and MTM data for Centrally-Cleared Options in the G015 file. The goal is to share these parameters with clients so that they can use them to replicate internally in pricing engines, among other purposes.