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Last Modified Date on Entities No Longer Updated on Model Copy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

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.

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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

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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.

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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

This month’s release brings a mix of feature expansions and operational refinements. From updates to scenario guidance libraries to backend API updates, the August release continues to strengthen the reliability and flexibility of the platform.

New Features and Enhancements

Editable Permissions for Production Models

Production Administrators now have the ability to update key permissions in Production Models, including:

• Copy
• Change Governance
• Model Execution
• Model Results

These can be applied to individual users or across all users. Permissions related to Model Development and Assumption Management remain disabled to ensure governance integrity.

2025 AIRG Scenario Generator

The latest AIRG update (2025) is now integrated and available in the scenario generation module.

API Enhancements

The GET /api/v1/Projections/{projectionId} endpoint now includes Product Type.

Improved Investment Strategy Messaging

Investment strategy constraints now clearly indicate which variables are valid as Asset Grouping Variables, reducing confusion and guiding better input setup.

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Fixes

• CSV Header Handling: Extra whitespace in CSV Model Point File headers is now automatically trimmed, preventing projection failures caused by formatting inconsistencies.
• PATCH Endpoint Stability: The PATCH /api/v1/DataTables endpoint no longer returns a server error when the Table Structure ID is omitted.

This release brings powerful bulk merge capabilities, performance upgrades in debug projections, new enhancements to API functionality, and a wide set of fixes across API usage, projections, and debug tools.

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New Features

Model Comparison Export

The Model Comparison Page can now be exported directly to PDF for easier sharing and documentation. After comparing your models, select a header in the left-hand navigation and click the Download PDF button.

When the top header is selected, all differences between the models will be included. You can also select a specific entity level (e.g., Company Variables) to export only the differences at that level.

Enhancements

API Reporting Endpoint

The Report API endpoint has been enhanced to support larger file sizes and to prevent request timeouts.

The previous endpoint POST /api/v1/Reports/Workbooks/{id} has been deprecated (but remains functional). It has been replaced by two new endpoints:

• POST /api/v1/Reports/Workbooks/{workbookId}/Generate
• GET /api/v1/Reports/Workbooks/Status/{generationId}

These new endpoints offer the following improvements:

• Support for generating reports larger than 10MB
• Elimination of 30-second timeout limits

The new POST endpoint supports rowLimit and offset parameters, enabling incremental progress tracking during report generation.

Implementation examples are available in our GitHub repository.

Compare & Merge Enhancements

You can now merge the following entities in bulk when comparing and merging models:

• Currencies
• Product Output Groupings
• Variable Rates
• Yield Curve Points
• Model Point Field

Production Models

New API functionality allows you to programmatically add tables to a Production model (restricted to API only). Data tables, Decrement tables, and Scenario tables are supported.

Additional Improvements

• Model point file validation is no longer required to be completed before running projections. If validation is incomplete, it will continue during the projection run.
• The HPM projection log view has been expanded to show more content in a resizable window.
• Projection progress now displays decimal values for more accurate tracking of long-running jobs.
• The GetDownloadUrl API endpoint now accepts an optional Content-MD5 parameter for file integrity verification.
• HPM Debug Mode has been further optimized for faster execution.
• Support has been added for merging decrement table deletions across models.
• Duplicating a projection template now pre-fills the template description for faster setup.
• Variable tags in the sidebar are now automatically sorted in alphabetical order.
• You can now see the associated investment strategy version directly in the projection template view.

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Fixes

• 2D portfolio variables now display expected results in the debug view after successful calculations.
• Resolved timeout errors (502/504) caused by performance issues during Model Point File validation.
• File-only data tables now raise appropriate errors when containing duplicate indexes referenced by variables.
• Text selection now works correctly when double-clicking inside the variable filter.
• Renaming table structure columns after a projection has been run now works without errors.
• Invalid Data Type errors in File-only data tables are now being shown.

This release introduces beta versions of two new products: a Variable Annuity product (includes RILA support) and a combined Fixed/Indexed Annuity product. Additionally, updates include updated Life & Annuity US Stat/Tax Interest Rates, clean up and fixes to asset product calculations, and more.

Variable Annuity product beta release

A new product within the Life Library has been released under beta status which covers Variable Annuities and Registered Indexed Linked Annuities (RILAs). This product offers the following:

• Tracking of multiple investment accounts and tracking of individual deposits within each investment account
• Support for GMAB, GMDB and GMWB/GLWB riders
• Deposit level cashflows and guarantees
• Fixed account components
• Deposit specific assumptions and parameters (e.g. partial withdrawal rates, market value adjustments, and surrender charges)
• Tracking of potential GMWB election dates through the projection, including the use of different lapse rate assumptions for each potential election path

Note that the beta status means features have not yet been fully tested and the models may produce erroneous results in some instances. If you find any issues, please report them to us at support@slopesoftware.com

Combined Fixed/Indexed Annuity product beta release

A new product within the Life Library has been released under beta status which covers a combined product for all Fixed and Indexed annuities. This product is intended to replace the Fixed Annuity and Indexed Annuity products currently in our library. The two legacy products will be sunset sometime (timeframe TBD) after the combined Fixed/Indexed Annuity product is moved out of beta status.

This combined Fixed/Indexed Annuity products offers many new features, including:

• Easier management of policies with both fixed and indexed components
• Support for GMAB, GMDB and GMWB/GLWB riders
• Deposit level tracking of cashflows and guarantees
• Deposit specific assumptions and parameters (e.g. partial withdrawal rates, market value adjustments, and surrender charges)
• Tracking of potential GMWB election dates through the projection, including the use of different lapse rate assumptions for each potential election path

Like with the Variable Annuity product, this product is in beta status. If you find any issues, please report them to us at support@slopesoftware.com.

New Workbook

A new workbook has been created to analyze results from the Fixed/Indexed Annuity product. It covers the following:

• Single policy projected cash flows and policy counts
• Projected account value rollforward
• Projected account value for each investment account and deposit
• GMWB details including projected GMWB elections and details for each projected election date
• US STAT CARVM reserve details for AG33 and AG35, including inner loop calculations for each timestep of the projection
• US GAAP ASC 815 (formerly FAS 133) details

Asset Clean Up

Fixes

• Updated Realized Book Value used in the Realized Gain/Loss for Non-Callable bonds to default to Book Value instead of US STAT reported value to resolve errors that occur when US STAT results are not calculated.
• Resolved inconsistencies with Default Rate Annual and Default Rate Monthly formulas across asset products by setting their properties to:
  • Output = True
  • Always Calculate = False
• Fixed Initial Asset Scaling variables in 4 asset products (Asset Backed Security, Collateralized Loan Obligation, Mortgage Backed Security, Stock Option):
  • Set the variable to equal 1 (i.e. do not scale) for reinvestment assets
  • Set Model Point Aggregation Method to None (from First Value) to prevent unnecessary aggregation of this variable
• Corrected the Default Rate Monthly in the Collateralized Loan Obligation product to properly reflect a conversion from an annual to monthly default rate
• Removed outdated and irrelevant references in the documentation for Default Rate Annual and Monthly variables that have not applied for quite some time.

Changes

• Replaced references in the asset products to the product instance name system variable with a new Product Definition Name variable to resolve errors that occur when the product instance name is modified on a projection. This new variable references a new Asset Product Definition Names array whose values correspond to product definition names in the Slope Life Library. 
• Updated Initial Asset Scaling formulas to reference new Asset Product Definition Names array and to be consistent across all asset products
• Added more flexibility to management of Default Rate assumptions such that you can now specify separate default tables for each asset product rather than use a single table with an asset product index column. Changes related to this include:
  • Added records in the Standard Assumptions table of the Asset Assumptions table structure to split out each assumption by the Asset Product Name index column rather than use a default across all products.
  • Added a Default Rates Table data table column in the same table as the previous bullet and assigned tables corresponding to the library assumption for each asset type (default rate assumption remains unchanged from before)
  • Default rate product variables in each asset now reference this nested table structure via a new Default Rate Table data table variable 

Other Changes

Fixes

• Fixed the Indexed Annuity option cost calculations in both the combined Fixed/Indexed Annuity product and the legacy Indexed Annuity product. The fix moves the participation rate outside of the brackets to apply to both the base and cap option costs and not just to the base option. Three variables are affected in each product, found by searching for “option cost”.

Changes

• Added Life & Annuity US Stat and Tax Interest Rates for 2024 (Life, Annuities, SPIA) and for 2025 (Life) in table structures
  • US STAT Valuation Rates – Life
  • US STAT Valuation Rates – Annuity
  • US STAT Valuation Rates – SPIA
• Renamed the array options in Indexed Annuity US STAT Valuation Method from AG33 to AG33/AG35 with the release of the combined Fixed/Indexed Annuity product. In that product, one of AG33 (for Fixed) or AG35 (for Indexed) is applied based on the investment account type being valued. In the future, this array name will be renamed to Fixed/Indexed Annuity US STAT Valuation Method for clarity.

Coming Soon

• Projection result comparison workbook
• Other asset-related updates
• Pension Risk Transfer library model

Fixes

• Fixed an issue in the calculation of Product variable “Entry Age 02 – State – Head Count BOP (Actives)” affecting plans using the Misc 2 decrement where the Misc 2 decrement rate should have been subtracted rather than added
• Fixed an issue where a $0 retiree benefit amount causes Retiree Payment Form Factors to divide by zero. See product variable “In Pay Record 26 – Payment Factor Annuity”.
• Fixed an issue where providing no Social Security benefit table in table structure “Benefit Formula Table References Not Yet in Pay” causes product variable “Product Variable “Social Security 04.4 Age to start compensation history” to default to 0. The variable now defaults to the value of product variable “Age at Valuation Date” instead of 0

Version 2025.03 of the Slope Governmental Pension Library has been unpublished so our users do not mistakenly utilize these invalid setups. If you require a copy of this version prior to the fixes, please contact support@slopesoftware.com.

New Features

Dynamic Model Point Variables in High Performance Mode

High Performance Mode now supports models with dynamic model point variables. This allows product variables to reference Portfolio or Company variables from prior time periods. See the diagram below and the Dynamic Projection Processing section of this support article for more details.

References to the summarized results of Products within Portfolio and Company variables continue to be supported, as these will have already been calculated.

Coming soon: Support for projections with initial asset scaling and investment in High Performance Mode (HPM).

Enhancements

Table Structure Column Sort Order Now Visible in Governance

When comparing models, users can now clearly see differences in a Table Structure’s column sort order, enabling more reliable and predictable model adjustments.
Note: Sort order changes are not mergeable at this time.

Data Table Column Differences Now Visible in Governance

When comparing models, the following Data Table column differences are now displayed.
Note: These differences are not mergeable at this time.

• Index Column: Yes/No
• Index Read Method: Exact Match or Range Lower Bound
• Sort Order
• Data Type
• Dropdown List Array (if applicable)
• Table Structure Name (if applicable)

New Workbook Editing View

Workbook editing has a new look! Properties, formatting options, and actions are now neatly organized into tabs, so you can make quick adjustments without feeling lost.

A new element bar allows for inserting charts, tables, and other elements on the fly.

Fixes

• Resolved an intermittent issue where the filter values for some workbook controls were not being populated
• Added stability around hardware failures to prevent intermittent, inaccurate Product Aggregates on certain larger HPM projections
• Fixed an issue where adding a model point file to a product using the API would sometimes fail.
• Saving allocations on models no longer causes intermittent errors.
• Computations in the profiling workbook are now correctly attributed to their respective variables.
• Adding a column to a table structure after deleting an array that was used for a dropdown list no longer results in an error

New Features

New API Endpoints

We have introduced the following new API endpoints, organized by resource type for easier reference:

DecrementTables

• GET /api/v1/DecrementTables/{DecrementTableId}
  • Retrieve a decrement table by ID

ImprovementScales

• GET /api/v1/ImprovementScales/{ImprovementScaleId}
  • Retrieve an improvement scale by ID

Models

• GET /api/v1/Models/{ModelId}/ScenarioTables
  • List all scenario tables in a given model
• GET /api/v1/Models/{ModelId}/ImprovementScales
  • Retrieve all improvement scales in a given model

TableStructures

• GET /api/v1/TableStructures/{TableStructureId}
  • Retrieve the details of a given table structure
• GET /api/v1/TableStructures/{TableStructureId}/DataTables
  • List all data tables in a given table structure
• GET /api/v1/TableStructures/{TableStructureId}/Columns
  • Retrieve all columns in a given table structure

ScenarioTables

• GET /api/v1/ScenarioTables/{ScenarioTableId}
  • Retrieve the details of a given scenario table

Enhancements

API enhancements

• The following endpoints are now paginated:
  • GET /api/v1/Files/GetFiles
  • GET /api/v1/DataTables/Data
• Added an optional “Content-MD5” parameter to the GET /api/v1/Files/GetUploadUrl endpoint
• Added a parameter to filter the GET /api/v1/Files/GetFiles endpoint by folder path

Other Enhancements

Compare & Merge

You can now use Shift + Click to select a range of items in the Compare & Merge tool. This allows users to select or deselect a subset of elements to merge rather than selecting them one at a time.

Confirm Merge

We have also streamlined the confirm merge window and added a filter to view all mappings, just the unmapped items, or just the successfully mapped items.

Formula Builder

You can now search in the formula builder to quickly add the following elements:

• Search “Array Value” to add an array value constant
• Search “Day of”, “Month of”, “Year of”, or “Time of” to add the corresponding date part

Fixes

API Fixes

• The correct error is now being thrown when file tabs are not populated in the PATCH /api/v1/Projections/{projectionId} endpoint
• The Data Table ID is again optional in the POST /api/v1/DataTables/{DataTableId} endpoint
• The GET /api/v1/DataTables/Data is again returning row data in the correct column order
• The POST /api/v1/Projections endpoint now supports either path parameters or request body payload

Other Fixes

• Grouping parentheses in formulas is now always shown in the Compare Products tool
• We are again showing the model name in the confirm merge window when removing data tables from a target model
• Backend stability improvements for very large HPM projections with product aggregations
• Users can again retrieve treasury rates in the Economic Scenario Generator
• Errors are now being shown correctly when the error limit on a projection is small (~10), and the error limit is reached

Deprecated / Removed Features

API Endpoint Deprecations

In conjunction with the new API endpoint structure, the following legacy endpoints have been deprecated and replaced with…

• GET /api/v1/DataTables/List
• GET /api/v1/DecrementTables/List
• GET /api/v1/TableStructures/List/{ModelId}

Promoted Production Models

Workspace models can now be promoted to “Production Models” within your workspace. Promoting allows you to designate a model once development is complete. Once a model is promoted, it is locked and cannot be edited. Production models can still be copied, used in projections, and used in the Governance module as a source when comparing and/or merging.

Promoting cannot be undone, and promoted models cannot be deleted.

Once promoted, Production Models are shown in the “Production Models” tab of the model list.

Users must have a dedicated Production Admin permission to promote a workspace model. Contact support@slopesoftware.com to assign a Production Admin for your workspace.

AI Reporting Features

Use AI with Formulas

You can now use AI to write new formulas, correct formula errors, and explain existing formulas applied to elements in workbooks. These AI capabilities can help enhance productivity and accuracy, ensuring you get the most out of custom calculations and available functions.

Explain charts with AI

The Explain this chart feature uses AI to instantly generate a description of any chart. Details can include key insights, observations, data distribution summaries, and other context that can enhance your understanding of visualized data and help drive informed decisions.

Compare & Merge Enhancements

We are actively working to make comparing & merging models faster and easier. You can now merge the following:

• Data Table deletions
• Multiple Improvement Scale additions at once
• Multiple Product additions and deletions at once
• Multiple Portfolio additions and deletions at once
• Multiple new values for a static array at once

API Enhancements

We have introduced a new GET /api/v1/Models/{modelId}/ProjectionTemplates endpoint, which allows you to pass in a model ID and get a list of all Projection Templates that exist on this model.

We have also made the following API enhancements:

• The GET and PATCH /api/v1/Projections/{projectionId} endpoints have been aligned so that the response from the GET endpoint can be seamlessly passed into the PATCH endpoint
• The PATCH /api/v1/Projections/{projectionId} endpoint now supports setting a scenario table subset
• The POST and PATCH /api/v1/ScenarioTables and points now support setting the Short Term Interpolation Method. If no value is provided when creating a new table, we default to Annual Effective Rate
• The POST and PATCH /api/v1/DataTables endpoints now support setting the Index Column Read Method. If no value is provided when creating a new column, we default to ‘Exact Match’
• Improved error messaging in the /api/v1/Reports/Workbooks/{id} when an element cannot be downloaded

Other Enhancements

• You can now copy an Assumption Set

• When a table used in a projection has been deleted, we indicate it is deleted in the Projection details
• We now show an information message when a formula uses an unnecessary Single Value Array Aggregation

Fixes

• The Rounding function is now correctly truncating the correct number of decimal places
• Results are displaying correctly in the Debug view for two-dimensional product array variables referencing other two-dimensional product array variables and for two-dimensional portfolio array variables referencing a one-dimensional product aggregate array variable
• Links from the Relationship View are again working
• The Standard Deviation parameter in the Statistical Distribution function for Normal and Lognormal distributions has been correctly labeled