Key Features in this Release:
[Seasonality] Added ability to include “CT Pricing Dates”
Basis Swap & Custom Basis Swap
[EUR] Added support for ESTR vs FF
[GBP] Added support for ESTR vs SONIA
Bug Fixes & Minor Enhancements:
USD/EUR Sprd/Bfly: Added alert function for “IVSPE/S YY” columns
EUR Bond: Added the benchmarks for Croatia
Forward Swap Matrix:
Corrected the “Resid” column to show historical residuals for all securities
Corrected sending strategies from RV Analysis to the FSM which did not have the correct weights
Previous week's release - CCY Bond and Historical Viewer enhancements