Key Features in this Release:
o Added “EFP Box Z” column as an addition to already existing EFP columns
o Added option to change multiple EFP BM at once
o [Future] Added “Show 0 PV” to show future PV as 0
o [Swaps] Added preference to flip the sign of the risks
o [CMSprd Vol] Extended expiry period to 20Y
o Added option to include a vertical line in the PnL/Delta Graphs
o Added support for 2BD/3BD/5BD/10BD/1M 6s ASW dZ & 2BD/3BD/5BD/10BD/1M 3s ASW dZ
Bug Fixes & Minor Enhancements:
Bond Roll: [CCY] Added alert support for CMT columns
Trade Blotter:
o Added hotkeys for new rows (Ctrl + N) & to delete rows (Ctrl+D)
o Removed Strip Hedge as a part of Libor Cessation
Market View:
o [Curve] [USD] RiskVal uses SFR futures and 3Y/4Y/5Y SOFR to estimate the convexity for SFR & SER
o [FX Curve] Added an option to derive HKD FX curve based on the XCCY basis
Listed Option Strategy: Added <right click> “Rename Tab” function
Historical Viewer: Added support for SFR specific futures