Key Features in this Release:
o Added support for Bucket Risk (Risk Free Rate)
o Added Fwd SOFR(ESTR) DV01(PV01) swap hedge options
o Added “Simp Yld Close” column
o Added ability to overwrite the “Simpl Yld” column
o Added “Basis Swap – IMM”, “FRA/OIS”, & “FRA/OIS – Generic” support for AUD
Bug Fixes & Minor Enhancements:
USD Bond: Added support for “Strip B/E SP SSprd dZ” in lower graph
JPY TBill: Renamed “Yld’ to “Simpl Yld” & ability to override
Market View [IRVOL – SGD]:Removed 6y, 8y, 9y, 12y, 20y, 25y, & 30y expiry points and 12yr, 20yr, 25yr, & 30yr tail points
GBP Sprd/Bfly: Added support for 3y, 7y, and 15y CT points