Key Features in this Release:
o [Custom Columns] Added historical data for formulas that contain columns with historical data
o Added “Exclude Bonds” function to Butterfly Generator, which are created for the Sprd/Bfly
o Added support for HKD IMM swaps
Bug Fixes & Minor Enhancements:
Market View:
o [Curves - HKD – Libor] Added support for 6M & 9M LIBOR swap fitting points
o [CT] Updated ZAR CTs to 7, 10, 25, 25 year
EUR SSA+Covered: Added “ESTR” column