Posts

Posted on

February 2026: Generate NAIC Scenario Files via API, Lock Projections via API, Create and Update Data Tables via API Without a File, and more

This release delivers powerful new API capabilities, expanded projection controls, and meaningful improvements to system performance and reliability. Clients can now manage projections with greater flexibility and streamline data table management through enhanced API support. In addition, several stability and validation improvements ensure a smoother and more dependable modeling experience.

API Updates

Scenario File Generation

NAIC Scenario File Generation via API

You can now generate NAIC scenario files directly through the API. This streamlines regulatory and reporting processes by enabling automated file creation without manual intervention.

Variable Rates API Endpoint

A new endpoint is now available to retrieve variable rate data programmatically. This makes it easier to access up-to-date rate information for integrations, reporting, and automation workflows.

Projections

Projections List API Endpoint

A new endpoint allows users to retrieve a list of projections. This improves visibility and simplifies integration with external systems that need to query and manage projection data.

Lock and Unlock Projections via API

Users can now lock and unlock projections as needed via the PATCH /api/v1/Projections/{projectionId} endpoint. This gives teams better control over finalized results while still allowing flexibility during review and iteration.

Data Tables

The API now supports creating and updating data tables with and without uploading a file.

  • Use the POST /api/v2/DataTables/Import and PUT /api/v2/DataTables/{dataTableId}/Import endpoints to create or overwrite a data table, respectively, using a file.
  • Use the POST /api/v2/DataTables and PUT /api/v1/DataTables/{dataTableId}/Data endpoints to create and update a data table, respectively, without using a file.
  • Use the PATCH /api/v2/DataTables/{dataTableId} endpoint to update the properties of an existing data table. Properties that can be updated include column names and index read methods on index columns.

HPM Debug Mode Enhancements

Expanded Debug Mode Capabilities in HPM

Projections with New Business and Investment are now supported in HPM Debug Mode. Note that the 100 model point limit still applies in Debug Mode, and in-force model points will be processed first. For example, if the in-force file contains 20 model points, we will only generate up to 80 additional model points of new business.

Fixes

  • Resolved an issue where certain projections failed validation due to incorrect error messages related to incompatibility between a data table and its structure.
  • Fixed a problem where incorrect dimension array values were being passed during processing with a specific array configuration and formula setup.
  • Addressed an error that occurred when processing unrepresentable dates, preventing unexpected failures.
  • Various improvements to HPM performance and stability.
Posted on

Life Library Update 2026.02: VM-20 Templates, Automation Examples, Waterfall Chart Example, US STAT Exhibit Improvements, and More

This release adds VM-20 workbook and templates along with a published Github repository containing end-to-end automation examples leveraging the SLOPE API. Updates also include a new waterfall visualization example workbook, multiple asset enhancements and fixes, and improvements to the US STAT Exhibits workbook.

New VM-20 Templates and Workbook

Added VM-20 projection templates to help users understand how to set up VM-20 projections and the asset collar solve for starting assets:

  • VM-20 Stochastic Reserve containing an example stochastic reserve run under VM-20
  • VM-20 Asset Collar Solver Template which is paired with the previous template as part of a broader starting asset solver workflow to satisfy the asset collar test. This workflow is automated using Python scripts in a newly published Github repository (see further below) that interacts with the SLOPE API

Results can be reviewed in workbook VM-20 Reserves (found in folder Slope System / US STAT). This workbook covers:

  1. Summary of reserve results, including the CTE(70) stochastic reserve result
  2. Stochastic Reserve details by scenario
  3. Stochastic Exclusion Test details
  4. Asset Collar test details
  5. VM-20 starting asset automation inputs for the iterative solver script contained in the published GIthub repository (see next section)

Published Github Repository With Example End-to-End Automation Workflows

Published a Github repository that contains a number of end-to-end workflow examples in Python leveraging the SLOPE API. This complements our existing published Github repository which focuses on smaller example code snippets across multiple programming languages. The recently published repository currently contains:

  1. A VM-20 starting asset automation workflow to produce the final VM-20 reserves that satisfies the asset collar requirements.
  2. A Bermuda SBA BEL iterative solver for specified time points in a projection.
  3. SLOPE API wrapper functions to make it easier for users to authenticate and call the SLOPE API as part of these automation workflows.

New Waterfall Visualization Example Workbook

Added a waterfall workbook example which provides a reference for building waterfall visuals. See workbook Workbook Visualization & Element Examples in Slope System / Training & Onboarding)

Bonds & Other Asset Updates

Enhancements

  • Created separate spread input source parameterization for inforce/starting assets vs. assets purchased after projection start for non-callable bonds. See variable Spread Input Method.
  • Added an option for non-callable bonds to read spreads from a scenario table providing a template for more sophisticated spread assumptions (e.g. varying by yield curve tenor and time index).
  • Adjusted Spread goal seek settings when using the solve option on the bond products, which makes the solver converge more reliably.
  • Added a Time of Processing Start variable (Max(Time of Issue, 0)) for the non-callable bond products, which simplifies triggering calculation logic at projection start for starting assets model points or at time of issue for bonds purchased after time zero.
  • Adjusted Always Calculated and Output Variable properties on the bond products to align with workbook output requirements and for consistency between products

Fixes

  • Fixed Spread solve behavior at time 0 for inforce/starting non-callable bond assets to properly initiate the goal seek when the solve for spread option is used.
  • Set the Spread model point file input to Optional for products with this input field, which avoids requiring spread inputs when the model does not need them (e.g. when solving for spread).
  • Fixed non-callable bond model point record #2 in several projection templates containing this product since the record matured before projection start date on those templates. The record was adjusted by postponing the issue year to 2016 from 2006.
  • Turned off Always Calculate on the Spread variable for all bond and commercial mortgage products, which reduces the chance of Spread being evaluated when it is not required (e.g. past maturity date).
  • Fixed PSA Prepayments variable on the structured asset products (Asset Backed Security, Collateralized Loan Obligation, Mortgage Backed Security) to reflect the intended formula for the prepayment assumption.

US STAT Exhibits Workbook

Enhancements

  • Updated workbook with a ReadMe tab and usage guidance (e.g. use of US STAT Exhibits product output grouping).
  • Added an Exhibit 6 summary bar to help users more easily validate aggregate amounts.

Fixes

  • Fixed variable US STAT Valuation Basis to properly reference variable US STAT Mortality Table Name to both produce the correct groupings for the US STAT Exhibit groupings and to improve debugging of US STAT mortality assumptions
  • Updated workbook by removing unused outdated tables and fields, reducing potential confusion for users.

General Updates

Enhancements / Changes

  • Centralized Initial Asset Scaling inputs into a single table structure Initial Asset Scaling instead of being split between separate Portfolio Parameters table structure to enable a more intuitive setup for users.
  • Added various new initial asset scaling features (e.g. scaling based on US STAT Reported Value instead of Market Value), making different setups easier to configure
  • Replaced the standard Level Single Scenario to start from time index -9999 instead of -240, which supports calculations that require older historical yield curves.
  • Added missing Input tags and updated product variable documentation for various products, which improves usability and ease of onboarding.

Fixes

  • Fixed an issue causing GMWB account value to double every month in the Fixed/Indexed Annuity product’s interest crediting logic in variable GMWB Interest Credited Per Policy.
  • Fixed an issue in the Fixed/Indexed Annuity product where GMWB variables were inadvertently calculated for policies without a GMWB rider or during ineligible periods for the GMWB.
  • Corrected Term product’s Cash Flows – Liabilities variable to include surrenders and reinsurance cash flows.
  • Fixed US STAT Assets Before Investment in the Assumed Reinsurance portfolio to include Cash Before Investment, now consistent with the Inforce Portfolio. This sets the variable to reflect a total asset position for determining surplus positions in VM-20 and VM-22 calculations
  • Set the Term Life product’s Initial Premium model point file field to Optional, which supports cases where that field is not used to determine premiums.

Posted on

Pension (Governmental) Library Update 2025.11 – Additional Flexibility, Enhanced Controls for Entry Age Accrual Methods, Output of Substatus, and Performance

This release introduces significant improvements to runtime performance, granular controls around the Entry Age accruals, and a stream of annual expected benefit payments, giving actuaries more precision and flexibility in pension valuations and projections. New features also include several updates to standard reporting/workbooks.

Enhancements

The library model has several enhancements that provide additional options and features:

  • The ability to remove compensation limits from average compensation when calculating benefit amounts
  • Additional granular controls for use with Entry Age accrual method related to accrual period, interest timing, timing of salary increases.
  • A new product variable, Participant Substatus, is captured in results representing the model point field that determines status. This will allow tracking of results separately between substatus. For instance Active Employees, and Active Employees currently in the DROP.
  • For Active and Vested Terminated records, users now have more flexibility for defining temporary annuity payment forms.

Option to Remove Compensation Limits in Average Compensation

The library model now contains a toggle switch to remove compensation limits when calculating an Average Compensation. See toggle in column Remove Compensation Limits? in table structure Plan Structure – Final Average Earnings Plan. 

More Granular Entry Age Accrual controls

Users can now use newly created table structure Entry Age Parameters to adjust the timing by a fraction of a year for interest discounting, salary increases, and decrements used when measuring Present Value of Future Benefits at Entry and the Present Value of Future Compensation at Entry. In addition, this new table structure provides for two accrual period options using the Entry Age method, the first is from First Funding Age to Ultimate Retirement Age, the second option is from First Funding Age to last age with a future benefit. This table structure is nested within the top level table Adjustments for Annual Valuation Systems in column Entry Age Parameters.

Additional Result Splits by New Participant Substatus

The value of the model point field that determines participant status is now captured in the product variable results of a projection. This enables the separation of results into different categories of the same status. For instance, separating results for Active employees and Active employees who have entered a DROP.

Additional Parameterization for Temporary Annuity Forms of Payments 

A new table structure Annuity Temporary Table adds support for annuity temporary periods defined via tables (not only integer ages), which expands flexibility for payment form definitions. This new table structure is nested within table structure Annuity Form Details.

New Workbook

Pension Trace Life New Entrant

Published new standard workbook Pension Trace Life New Entrant that is compatible with multi-year projections with new entrants. The new workbook allows users to trace individual new entrant lives and compare outcomes across entry timing scenarios, which improves validation of new entrant assumptions. 

Changes and Fixes

  • Separated the standard 100-year expected benefit payment stream from other calculations so it can be produced from a standard 1-year valuation run, which simplifies generation of this common review output. Expected benefit payment stream is reported by benefit definition.
  • Modified Product variable Decrements to be compatible with:
    • 100% rates of decrement prior to ultimate retirement age.
    • 100% rates of decrement and a retirement date provided by a model point field.
  • Streamlined payment form factor calculation chains for:
    • Post-decrement death annuities to provide a factor based on annual payments. See variables beginning with “Post Decrement Death Annuity”.
    • Life insurance forms to provide a factor based on annual payments. See variables beginning with “Life Insurance”.
  • Product variables Expected Benefit Payment stream to match PVFB for Actives or VTs – Lump Sum and Expected Benefit Payment stream to match PVFB for Actives or VTs have been modified to resolve an issue when using mid-year decrement timing to produce lump sums payments deferred to a specific age.
  • Fixed product variable Compensation Participant History Interpolated to return correct interpolated compensation amounts between reported annual compensation amounts
  • Modified multiple product variables associated with the benefit formula component “Alternate Salary” to be compatible with future new entrants in a multi-year projection of an open employee group.
  • Modified product variable Age Beneficiary (Unrounded) to be more efficient and to prevent errors when there are significant age differences between participant and beneficiary.
  • Fixed product variable Annuity 70 PV Expected Stream of Unit Benefits to correct for potential errors at assumed ultimate retirement age when using mid-year decrement timing to produce the returned payment form factor. 
  • Corrected product variable Average Compensation Lookback period for potential errors when current years of service is less than the averaging period in the average compensation calculation.
  • Modified the product variables associated with the Present Value Factor benefit formula component. The revisions increase efficiency and align results with prior benchmarks. See variables beginning with “PV Factor”.
  • Modified product variables associated with Cash Balance Plan benefit formula components. The revisions increase efficiency and align results with prior benchmarks.
  • Fixed product variable Benefit Definition Eligibility to properly handle mid-year decrements and benefit eligibility in the assumed year of ultimate retirement.
  • Modified product variable In Pay Record 91 –  Expected Benefit Stream to include lump sum payments to retirees.
  • Corrected an issue with multi-year projections using mid-year decrements and deferred annuities in producing expected benefit payment streams. See product variable Multi Year 02 VT Expected Benefit Payment | t .
  • Updated the Pension Liabilities by Benefit Definitions dashboard to exclude vested terminated compensation from the “Rate of Pay at Valuation Date” field, which improves reported values for affected plans.

Posted on

January 2026: NAIC GOES Scenario Generator, Warning in HPM Run Logs, Direct Links to Error Variables

This release introduces built-in NAIC GOES scenario table generation, removing the need for external setup and delivering faster, more consistent regulatory and scenario analysis. Projection visibility and diagnostics are also significantly improved, with warnings now clearly separated from errors, a new Completed with Warnings status, and warning counts surfaced in projection results. Direct links from warnings and errors to the relevant variables—including one-click access to Debug View—make issue resolution quicker and more intuitive, while new API support allows projection names, folders, and tags to be updated even after a run has started or completed, helping teams stay organized as work evolves.

New Features

NAIC GOES Scenario Table Generation

You can now generate NAIC GOES scenario tables directly within the platform. This streamlines regulatory and scenario-based analysis by removing the need for external preparation and ensuring consistent, standardized scenario inputs.

Enhancements

Warnings in HPM Run Logs

Warnings that occur during HPM and Debug Mode projections are now clearly separated from errors in projection run logs. This helps distinguish between issues that require action and informational messages that do not block a run. Projections that finish successfully but encounter warnings now display a dedicated “Completed with Warnings” status and show the warning count alongside the error count in the Run Summary workbook.

Warning Count in Projection Run Summary Workbook
Warning in Run Logs

Direct Links to Error Variables

When warnings or errors reference a specific variable, you can now navigate directly to that variable from the error message. This significantly reduces the time spent tracking down the source of issues.

A new “Error Messages w/Debug Link” column links directly to the Error Variable in Debug View

Edit Projection Details via API for Running and Completed Projections

Projection details can now be updated after a projection has started running or completed via the PATCH /api/v1/Projections/{projectionId} endpoint. Editable fields include the projection name, folder location, and tags. This makes it easier to keep work organized as projects evolve, without needing to recreate projections.

Fixes

  • Fixed an issue where projections could fail to start if a model point file contained formula errors on an unused worksheet, improving reliability when launching runs.
  • Ensured force recalculation results in the debug view display values at the correct Time of Result, making outputs easier to review and interpret.
  • Resolved a failure that occurred when projections encountered empty string values during numeric conversions, preventing unexpected run failures.
  • Fixed an issue where models with invalid table column configurations could fail without clear feedback, improving stability and diagnostics.
  • Addressed an error that caused the Patch Projection API endpoint to return a server error in certain update scenarios where a model point field was changed after the file was processed, improving API reliability.
  • Fixed an issue where debug runs could fail due to Excel model point file parsing problems
  • Resolved failures in large multi-scenario and high-volume runs, improving performance and reliability for complex workloads.
Posted on

December 2025: Copy Models via API and Other New API Endpoints, Support for Risk-Free Rates in Option Price Formula

This release delivers powerful new API capabilities that streamline how customers work with models and data. Teams can now list and copy models, import data tables, and update static arrays more efficiently—reducing setup time and supporting more automated workflows. We’ve also expanded financial modeling capabilities with support for negative risk-free rates and strengthened system reliability through multiple fixes, ensuring more consistent, accurate results across runs and projections.

New API Endpoints

New API Endpoint to List Models

Customers can now retrieve a list of available models through a new API endpoint (GET /api/v1/Models), making it easier to manage, update, and run models in workflows.

Copy Models via the API

A new API capability allows models to be copied programmatically. This simplifies reuse of existing configurations and reduces setup time when creating similar models. To copy a model, first initiate the copy using the POST /api/v1/Models/{ModelId}/Copy endpoint, then check the model copy status and get the new model ID using the GET /api/v1/Models/CopyStatus/{Token} endpoint

Create Data Tables via API Import

A new POST /api/v2/DataTables/Import endpoint enables customers to create data tables from a file. This new endpoint is similar to the POST api/v1/DataTables/{DataTableId} endpoint that it replaces, except the Data Table ID is not needed.

Update Static Array Values via API

Customers can now update values in static arrays using a dedicated PUT /api/v1/Arrays/{ArrayId}/Values endpoint, allowing easier maintenance and updates without rebuilding configurations from scratch.

Enhancements

Support for Negative Risk-Free Rates in Option Pricing

Option pricing calculations now support negative risk-free rates, enabling accurate modeling in a wider range of market conditions.

Fixes

  • Ensured that product aggregate results are not available at time periods prior to when they should be calculated in HPM projections with forward-projecting portfolio variables.
  • Resolved an issue where a specific setup relating to a 2D array with a Sum/Single Value aggregate referenced at another time period caused unexpected empty operand errors
  • Fixed errors that occurred with nested, older versions of deleted data tables, preventing confusing “unknown error” messages.
  • Fixed issues where runs did not fail correctly after data-loading errors, improving reliability and transparency.
  • Corrected retry behavior during data loading to prevent unnecessary interruptions.
  • Resolved issue in HPM runs when a calculated range array is a non time indexed variable that is only a direct reference to a company variable of the same name

Posted on

Life Library Update 2025.12: Bond Workbook and Cash Flow Testing Workbook

This release contains two new published workbooks to enable users to:

  1. Analyze bond cash flows and results more quickly
  2. Review Cash Flow Testing results for US STAT reporting

New Bond Workbook

Published a Bond workbook designed to accelerate user review of specific bond details (e.g. market values, amortized cost) and cash flows for each asset model point and scenario.

This workbook is initially targeted to non-callable bonds and will be expanded to other bond types (i.e. callable, sinking funds, floating rate) soon.

Cash Flow Testing Workbook

Published a Cash Flow Testing workbook that summarizes Cash Flow Testing results for US STAT reporting and enables users to analyze individual scenarios’ financial statement results driving projected Stat surplus.

Posted on

November 2025: New API Endpoints for Model Point Fields and Arrays, API Enhancements, HPM Warnings

This month’s release introduces powerful new API capabilities, clearer visibility into projection warnings, and several usability enhancements. Developers can now work more easily with model point fields and arrays, while users benefit from improved error reporting and better audit tracking for table updates. We’ve also delivered key stability fixes to ensure smoother, more reliable performance across the platform.

New Features

New API Endpoints

Model Point Fields API Endpoints

We introduced several new API endpoints that give developers and integrations broader control over model point field configurations. These include new GET, POST, and PATCH endpoints that make it easier to retrieve, create, and update model point fields programmatically.

Array Management Endpoints

New endpoints now allow for easier review and management of arrays:

  • GET details for a specific array
  • GET all arrays defined within a model

Other Features

Warnings Integrated Into Error Reporting for HPM Projections

Warnings for HPM and debug projections now appear directly in the error report, improving visibility of issues and helping users better assess projection results. Company-level variable warnings are available no, and Portfolio and Product level warnings are coming soon!

Enhancements

API Enhancements

Projection Metadata Enhancements

The GET Projections API endpoint now includes additional attributes — Folder, Tags, and Lock Status — allowing for more robust filtering, organization, and automation when interacting with projection resources.

Table Structure Metadata Enhancements

The GET Table Structure Columns endpoint now includes Nested Table Structure IDs and Array IDs, providing deeper visibility into complex data relationships within models.

Other Enhancements

Improved Tracking for Data Table and Decrement Updates

Decrement tables, improvement scales, and data tables now automatically capture and propagate Last Modified By and Last Modified On when modifying the content of tables, delivering clearer governance and auditability.

Clearer UI Insight Into Investment Values

Projections now include tooltips that explain differences between before investment and after investment values, helping users interpret projection outputs more confidently.

Fixes

  • Fixed an issue where switching a projection to a model with no data tables caused a failure. Users can now perform this operation reliably.
  • Improved error handling to ensure failures during Writing Final Results are reported more consistently and with clearer messaging (Cores runs only)
  • Improved stability related to large model point ingestion (1.5GB+) and validation.

Posted on

Life Library Update 2025.11: Cash Flow Testing Template, IDI Workbook, Term Life Workbook Updates, Fixed/Indexed Annuity Updates

The release contains new Cash Flow Testing resources, a new Individual Disability Income (IDI) workbook, updates to Term Life workbook for VM-20 NPR, updates to Fixed/Indexed Annuity product, and a new Fixed/Indexed Annuity orientation article. Additional updates were made to clean up documentation, improve clarity and quality of life.

Cash Flow Testing Examples & Support Article

Published new resources to help set up and review Cash Flow Testing results for US STAT reporting:

  1. Projection template, named US STAT Cash Flow Testing, illustrating how to set up the SLOPE Life Library model to run a projection for Cash Flow Testing purposes
  2. Support article with step-by-step instructions for setting up a Cash Flow Testing projection using the library model

Accompanying analysis workbook to be published soon.

Individual Disability Income (IDI) Workbook

Published the IDI workbook to enable users to review:

  • Single policy cashflows
  • Benefit details by projected time of claim incurral
  • US STAT reserves for both Active Life Reserves (ALR) and Disabled Life Reserves (DLR) along with associated cashflows

Term Life Workbook Update (VM-20 NPR)

  • Added tab US STAT VM-20 NPR to facilitate the review of single policy Net Premium Reserves (NPR) under VM-20.
  • Added indicator column in tab US STAT Reserve Summary to show when the ½ cx floor is applied to the Basic Reserve Per Policy.

Combined Fixed/Indexed Annuity product updates

New orientation article

A new article to help new users orient themselves to the combined Fixed/Indexed Annuity product has been published on our support site. This article provides an overview of: inputs & assumptions, Model Point File inputs, modeling mechanics, and calculation timing.

Fixes

  • Fixed various results to reflect the projected GMWB election paths rather than only look at the base policy path, which excluded portions of the policy that went down projected GMWB election paths. Several GWMB specific variables were added to help track these for each GWMB time of election.
  • Fixed various issues causing run errors for policies issued after the projection start date
  • Fixed an issue causing run errors for policies terminating before the end of the guarantee period and the projection period 
  • Corrected Par Rate and Cap Solver calculations to multiply the Par Rate to both the Base and Cap calls and to now divide the Par Period (in months) by 12.
  • Added missing Maximum Participation Cap column to Indexed Account Parameters table structure used when solving for the participation cap
  • Removed default of zero from Model Point fields for Premium Allocation since the correct behavior should point to the Investment Accounts table if these fields are left blank.
  • Fixed Cash Flows – Liabilities variable to properly reflect Reinsurance Cash Flows. Added new Gross Cash Flows variable to show gross cash flows without reinsurance.
  • Corrected variable Investment Account Has Market Value Adjustment? by reversing the IF condition
  • Corrected Investment Account Nonforfeiture Surrender Value to now apply the Nonforfeiture premium percentage of 87.5% to Investment Account premiums added in the month
  • Corrected US GAAP Host Contract Value Per Policy to not sum New Investments across Investment Accounts since the variable was supposed to be an Investment Account level rollforward.

Enhancements / Changes

  • Added the Black Scholes Projection Method (BSPM) for AG35 under US STAT reporting
  • Turned on Output Variable setting for a couple of VM-20 portfolio variables that will be needed for a future VM-20 workbook
  • Added Maturity Term column to the Plan Code – Fixed/Indexed Annuity table for fixed term annuities that have a maturity benefit after a specified number of years after issue.

General Updates

Fixes

  • Cleaned up various missing Input tags and documentation through the library products and tables

Enhancements / Changes

  • Changed Gross Premium Method from numeric representation to string values from dropdown list to make the options more readable at first glance.
  • Added Index Participation Cap and Index Participation Rate columns to Deposit History table to allow users to input distinct projection start values by deposit.
  • Added Tax Jurisdiction column to Company Properties table to move the input from a constant in model for ease of configuration.
  • Added a Maturity Term variable and column in the Plan Code – Fixed/Indexed Annuity table.
  • Removed deprecated columns Guaranteed Rate and Initial Credited Rate from the Plan Code – Fixed/Indexed Annuity table. Note that the guaranteed rate is now set on the Investment Accounts table and credited rates are set in the Credited Rate History table and/or the Deposit History table.
  • Renamed Rate column in the Deposit History table to Current Credited Rate for clarity.
  • Renamed Minimum Participation Rate column in the Indexed Account Parameters table to Guaranteed Minimum Participation Rate for consistency.
  • LTC: Renamed the Long Term Care Claim Status array to Long Term Care Site of Care for clarity.

Coming Soon

  • Cash Flow Testing system workbook to use a starting point for analyzing Cash Flow Testing results
  • Updated Bond workbook with more details (e.g. market value roll-forward, etc.)
  • VM-22
  • Projection result comparison workbook
  • Other asset-related updates

Posted on

October 2025: API and Usability Enhancements, New Datasets in Snowflake Datashare, and more

This release improves accuracy, usability, and stability across the platform. Model copies now preserve true “Last Modified” dates, and Errors and Projection Metadata datasets are available in the Snowflake Integration. You’ll also notice smoother navigation, clearer deletion confirmations, and expanded API options — all backed by key bug fixes and performance improvements.

New Features

Last Modified Date on Entities No Longer Updated on Model Copy

When copying a model, entities inside it now keep their original Last Updated dates and user information. This ensures you always see when each item was truly changed — not just when the copy was created.

  • Example: A variable last changed on Oct 1 in the source model will still show Oct 1 as its “Last Updated” date in the copy (even if the model was copied on Nov 1).
  • The model itself still shows the copy date as its Last Updated timestamp.

Errors and Projection Metadata Datasets in Snowflake Integration

The Errors and Projection Metadata datasets are now part of the Snowflake Data Share.
Existing Snowflake Integration users automatically gain access to these new datasets.

Enhancements

Usability Enhancements

  • Deletion confirmation dialogs now include the Scenario Table or Assumption Set name for clarity.
  • Clicking a folder name in Model Details now navigates directly to that folder in the model list.

API Enhancements

  • The PATCH Projections endpoint now supports adding folders and tags (soon available via GET as well).
  • A new DELETE Model Point Fields endpoint has been added. Additional endpoints (GET, POST, PATCH) are in development.

Fixes

  • Resolved an issue where the time parameter value was inadvertently being passed as the Single Value (Formula) array value within a dynamic aggregate
  • Improved error messaging when changing the array values that are used in dropdown lists
  • Improved stability by preventing large invalid data tables from repeatedly loading and causing memory errors
  • We now show a descriptive message when an HPM debug run times out
Posted on

September 2025: Sign up for HPM Pro-Rata Beta, New API Endpoints, and More

We’re excited to share the latest updates at Slope, including the launch of our HPM Pro-Rata Investment Beta, new API endpoints, streamlined navigation with faster template switching and model copying, plus a series of fixes and enhancements to keep your workflow smooth and reliable.

Sign up for HPM Pro-Rata Investment Beta Program

We are excited to announce that we now support running projections with Pro-Rata investment rules in High Performance Mode. If you have a model with Pro-Rata investment rules only and are interested in participating in this Beta program, email us at support@slopesoftware.com to have Pro-Rata investment in HPM enabled in your workspace.

Note that this Beta is limited to Pro-Rata investment only; Target Value Match will be coming soon!

New API Endpoints

We’ve intorduced two new API endpoints to provide more visibility into model setup and to help with automation.

GET Products in Model Endpoint (/api/v1/Models/{ModelId}/Products) – allows users to retrieve a full list of products on a model

GET Investment Strategy List Endpoint (/api/v1/Models/{ModelId}/InvestmentStrategies) – allows users to retrive a full list of investment strategies on a model

Enhancements

Toggle Between Projection Templates

We’ve made it easier to navigate between projection templates in your model. From any template, click on the template name to see a list of other projection templates on your model and select a different one to view.

Copy Model from Model List Page

A new option has been added to the menu for models on the model list page, allowing users to navigate to the Copy Models page more easily. This provides a more intuitive workflow and reduces steps to copy a model.

Fixes

  • Resolved an issue where POST and PATCH ScenarioTables endpoints failed to check for empty delimiters, ensuring data integrity when updating tables.
  • Fixed rare intermittent backend errors that occurred when preparing Cores projections with thousands of scenarios.
  • Fixed display issue where a projection name showed a hex code instead of proper characters
  • Resolved errors preventing model copies from completing when templates included deleted investment strategies.
  • Updated the “Edit Array” modal so value labels now display as “Value” instead of “Index” for greater clarity.
  • Improved error messaging when attempting to change to the same portfolio in a projection or template, providing clearer guidance to users.
  • The Scenario Source parameter is not showing as expected when doing a model compare and a variable contains a Present Value formula