Key Features in this Release:
o Added a table to enter the “Sprd from GC %”
o Added an option to show “Multiple Y Axis”
o Added an option to select the “Realized Annual/Daily Vol” historical period
o [Curves – OTR Spline] Added preference to add “Prev DF” column
o [Scatter Plot] Allow traders to change dot style/color for default points and the last points
o [GBP] Added “SONIA Sprd Z Diff” set of columns
o Added MPMIEZMA
o Added MXN T Bill sheet
o [RV Analysis] Renamed “ASW YY/T/Z” to “3s ASW YY/T/Z” & added “6s ASW YY/T/Z” to “Measure” dropdown
Bug Fixes & Minor Enhancements:
CCY SSA: Added option to mark the live line in lower graphs (“Preferences” – “Graph” – “Show Live In Line”)
Trade Blotter: Enhanced the Key Rate Risk calculations to support CAP/Floor, CMS Option, CMS Sprd Option trade types
EUR Bond: Added ability to switch the countries for the “BM CT” column
EUR TBill: Added “ESMTB” ticker
Historical Viewer: Added ability to view spot and forward Libor timeseries for all currencies
Forward Curve Analysis: Allow to show the diff between two dates when plotting multiple currencies
Bond – Curve Analysis: Added the ability to show the diff between a historical curve and the live curve.