Key Features in this Release:
o The GBP 6M Libor swap curve will now use the fallback securities for 1M and 6M rates
o [EUR] Added ITALL curve for ASW Z Spline & ESTR Z Spline
o [NEW] Added INR SSA + Covered sheet
o Added “Lookback” period preference
o Added “Ccy” column, also available in Sprd/Bfly
o Added the SOFR CMS Matrix and the SOFR – CPI matrix in the bottom section
Bug Fixes & Minor Enhancements:
Sprd/Bfly:
o Added “Empty Name Column” preference for new line items to show blank by default
o Added <right click> “Clear Highlighted Names” function