Key Features in this Release:
o Added function to sort a future basket by net basis
o Added “Gross Notional” and “Net Notional” columns to the Blotter Manager
o [Horizontal Analysis] Added option to enter a beta for the rate/vol bumps
o [Curve Analysis] Added ability to plot USD treasuries alongside the SSAs
o Added option to plot only average line in Multi Graph
o Added “Reg(weeklyChg) Weight” & “Reg(weeklyChq) Weight using 2 Sprd” weight options
Bug Fixes & Minor Enhancements:
USD Bond: Added “Strip B/E SP SSprd Z” to “Graph” dropdown
Market View – Basis Swap - EUR:
Updated EUR1s vs EUR3s default fitting points to fit “1M EURIBOR Swap”
Updated EUR3s vs EUR6s default fitting points to fit ERJ3, ERG3, & ERH3
Custom Bond: Added a “Note” column