Enhancement #1: [Curves - AUD] Added ability to switch the short-term index for the 3M/6M Libor curve
Traders can now switch the short-term index for short term 3M/6M LIBOR rates from “Preferences – Short Term Index”. ADBB and BBSW are available. Traders can hover over the “Live” cell to see what security ticker the rates are using.
Enhancement #2: [Basis Swap – JPY] Added support for Fixed vs. DTIBOR6M
Under the JPY tab, support has been added for Fixed vs. DTIBOR6M. To load live prices, click “Use BBGLive”. Traders can hover over the “Live” column to see the BBG ticker being used. Click the “Show Fwd Matrix” button at the bottom to expand the forward matrix panel.
Traders can <double click> the “Live” cells to see the historical data. At the bottom of the table, click on “Calc Fwd” to see the forward Matrix.
