Key Features in this Release:
o [Curves - USD – LIBOR] Removed ED$ & updated fitting points
o [Basis Swap] Added CHF OIS vs SOFR
o Added ability to send delivery basket to Trade Blotter
o Added “1M SOFR Hedge + Future Repo Risk” calculation option
o Added Curve Analysis functionality
o Added PSPCAP ticker
Bug Fixes & Minor Enhancements:
Bond Roll: Added ability to include reissues in historical graphs for IT bonds, also available in Sprd/Bfly
Market View[ETF]: Added the 3M Carry and Roll
Forward Swap Matrix: Corrected the correlation, when resetting the BMCT, the correlation for strategies in other currencies became 1
Sprd/Bfly: Multigraph- All in One, the lines shared the same color, it was corrected to be multicolored to distinguish them
Previous week's release - Future CTD and Trade Blotter enhancements