Version 5.11, part of Release 2018a, includes the following enhancements:

  • Credit Scorecards: Bin creditscorecard data using supervised binning algorithms, including merge and split​​​
  • Portfolio Management: Improve performance for estimations of efficient frontiers and portfolios
  • Sharpe Ratio of Portfolio: Estimate the Sharpe ratio of portfolio weights given custom portfolio weights
  • Portfolio Management: Input table and timetable objects for estimateAssetMoments, setScenarios, and simulateNormalScenariosByData
  • Financial Time Series: Input table and timetable objects for technical indicators and financial charts

See the Release Notes for details.

Version 5.1, part of Release 2017b, includes the following enhancements:

  • Credit Scorecards: Support weights in credit scorecards

See the Release Notes for details.

Version 5.9, part of Release 2017a, includes the following enhancements:

  • Default Probability Modeling: Bootstrap default probabilities from bonds using Jarrow-Turnbull model

See the Release Notes for details.

Version 5.8, part of Release 2016b, includes bug fixes.

See the Release Notes for details.

Version 5.7, part of Release 2016a, includes the following enhancements:

  • Date and Time: datetime support for calendar functions

See the Release Notes for details.