Key Features in this Release:
o Added the Gadget Strategy
o Added “Show Carry Adj for RYld & BEI” option under “Preferences”, also available in CCY TIPS
o Added “Mean”, “Min”, “Max”, & “Max-Min” columns for SSprd Z/ESprd Z
o [CMS Option] Added support for SOFR swaps
o Added “Index”, “B/E Rate Dirty”, & “B/E Rate Clean" columns
o [USD] Added “SSprd YY Carry” column
o [EUR] Added “ESprd YY” heatmap & z-score columns
Bug Fixes & Minor Enhancements:
Cancellable Swap Trade:
o Updated default index to “SOFR”
o Added ability to override the “Cpn %” cells
Market View:
o [Future – GBP] Added support for the “Auto Set Early Delivery” option
o [Repo] Renamed “Save Repo” to “Save Repo Locally” for the local save version & “Save and Share Repo” for the shared version.
o [Curves - EUR] Added EU SSA curve for ASW Z Spline, OIS Spline, & ESprd Z Spline
o [Repo] Enhanced “Security” column to show future descriptions for CTD bonds
Fwd Swap Matrix:
o [TWD] Added history for TWD Libor – Offshore IMM entries
o [RV Analysis] Extended “Distance” filter up to 30 yrs
USD Bond: Added a flag to turn off the “Auto load S and SP bonds”