Key Features in this Release:
o Added the option to apply the switch option to the scenario analysis
o Move EUR SSA’s CROATI to the EUR Bond
o Expanded the alerts function all the columns and the option to pop out the tabs
o Bucket Risk & Forward Bucket Risk will now use SFR futures
o Enabled LIBOR TED Hedge for CAD
o [Repo] Added new repo file to import all countries’ repo in EUR at once, called “Open GC Sample File (.csv)"
o [IRVOL] Added support for 9m & 18m expiries in RV Analysis
Bug Fixes & Minor Enhancements:
Market View – Repo:
o [Repo] Renamed “Open Sample File (.csv) to “Open Special Sample File (.csv)
o [PLN Curve] Added 12, 15, 20, 25, 30 year points
o [SGD IRVOL] Reset the default value from lognormal to normal
USD S+SP: Added “Whole Bond CUSIP” & “Whole Bond Issue Sz B” columns
Sprd Bfly: [GBP] Added “SONIA Sprd YY ZS” column
Forward Swap Matrix: Allow Added support for JPY TONAR futures, also available in the Sprd/Bfly
Previous week's release - CCY Bond, CCY SSA, S+SP Bond, Trade Blotter, and Sprd/Bfly enhancements