Key Features in this Release:
[SOFR Hedge] Added Repo Risk for US Bond Future calculation function
[AUD][RV Analysis] Added LIBOR 3s & LIBOR 6s to Curve selection
[AUD] Added support for Tbills in other countries
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:
Custom Basis Swap & Basis Swap: Added RV Analysis function for HKD vs SOFR
Sprd/Bfly: Selected Clearing House will be shown at top of sheet next to Lookback Period
Alert Management: Added “Note” column when setting alerts
USD Bond: Added an option to set the SSprd Z as the spread type for BM CT
Previous week's release - Sprd/Bfly and Basis Swap enhancements