Key Features in this Release:
o Added EFP SSprd Z/OISprd Z columns
o Added RSI & overbought/oversold columns
o Added ability to specify real time chart data range
o Added ESprd YY/Z MR Freq & ESprd YY/Z 1 Std MR Freq columns
o MMY column is now editable to be able to back out bond price
o [IRVOL] Added ability to specify PCS for each cell
o [CT]: Added support for Ireland/Finland 15y & 20y as well as Netherlands 20y
Bug Fixes & Minor Enhancements:
Sprd/Bfly:Updated the real-time chart line to light blue in Dark Theme to make the curve more readable
Trade Blotter:
o [Swap] Updated price swap base columns to correspond with the curve’s update for different currency and curve types
o [CMS Option] Enhanced available “Swap Term” selection based on currency and curve
Fed Fund Monitor: Added “Market CoD” column
Tools - Set Alerts:
o Set the “Bond” column as a roll header
o Added “CMT dRVS” option for CCY Bond
Market View [IRVol - USD/GBP]: Updated the longer end symbols, “USDNAT##” for SOFR/ “GBNS####” for GBP
New Global IVSP:
o Added “IRR-SOFR ZS” column
o Added SEK Tab
EUR Carry and Rolldown: Updated the underlying libor curve from 3M to 6M for carry and roll.
LIBOR Cessation:
o Market View – CCY Config | Forward Swap Matrix | CHF/SGD Bond & Sprd/Bfly: Turned off CHF/SGD Libor curve setting as default
o USD/GBP/JPY Bond RollDown and Carry | Tools – Set Alerts: Removed Libor-related columns