The Road model data files of the User Guide has received an update that expands the documentation and brings it in sync with all of the recent new features.
The Patchworks Query Language has a new function to support hierarchical partial matching of yield curves. The curvematch function will search through the curve library in order and will return the first curve that fully or partially matches the specified criteria. This capability has always been available using select elements, but the curvematch function streamlines and simplifies the process, allowing for more compact and easy to read models.
Complete matches occur when the components of the curve label exactly match to the arguments to the curvematch function. Partial matches occur when '?' characters are used as placeholders in the curve labels.
This feature is designed to work with curve data sets that are organized with the most specific curves first and partially matchings curves following after.
Add several additional methods to the Horizon class to assist with setting and printing scaling factors.
Minor changes and fixes:
Allow the retention factor value to be specified as an expression.
Add a method to reload a scenario to the Control class.
Fixed a bug with ExclusiveDependent accounts not being initialized correctly.
Fixed an exception when the index to the left() or right() functions is zero or less.