QPR-9793 merge with master

Author: damienbarker

Docs/UserGuide/userguide.tex

@@ -7210,9 +7210,6 @@ \subsubsection*{Trade Features}
 Some trade features are not yet supported by the multileg option engine:
 
 \begin{enumerate}
-\item legs with fx resetting feature
-\item legs with naked option = true
-\item coupon types are restricted to Ibor and CMS
 \item exercise flows (like a notional exchange common to cross currency swaptions) are not supported
 \end{enumerate}
 
@@ -7228,12 +7225,6 @@ \subsubsection*{State interpolation for exercise decisions}
 simulated path. Currently this is done using a simple linear interpolation while from a pure methodology point of view a
 Brownian Bridge would be preferable. In our tests we do not see a big impact of this approximation though.
 
-\subsubsection*{Missing recalibration of the MCMultiLegOptionEngine}
-
-The MC Multi Leg Option Engine builder uses the \verb+CrossAssetModelBuilder+ to set up the pricing model. This class
-does not implement the \verb+ModelBuidler+ interface meaning that the model is not recalibrated in a sensitivity
-analysis run. Therefore the sensitivities calculated by this engine are not valid.
-
 \subsubsection*{Basis Function Selection}
 
 Currently the basis function system is generated by specifying the type of the functions and the order, see