Key Features in this Release:
o Added the ability to plot the coupon Treasury bonds and the tbills in one graph
o Added the ability to set the default curve as either Onshore/OFFShore, for the emerging markets- Korea, Malaysia, Taiwan, China, Thailand
o Added historical data for the IRR spread to the SOFR Matched Maturity, for both front and back contracts
Bug Fixes & Minor Enhancements:
Swap Box: Added the MMYSOFR column to show the Money Market Yield spread to the matched maturity SOFR for Tbills
Fwd Swap Matrix: Added the weights Regression(daily change) using two spreads and Regression (weekly change) using 2 spreads
Previous week's release - Future CTD, Sprd/Bfly, Canhou bond, and CCY TBill enhancements