Key Features in this Release:
o [GBP SSA] Added support for “S/A CMT RVS”
o [EUR] Added BM CT column
o [NZD] Added support for NZD OIS vs NZD3s basis swap
o [EUR] Added support for IMM Annual Money Market, IMM Semi-Annual Bond, & IMM Quarterly Money Market
o Added option to exclude overlapping strategies form XCtry RV Analysis
o Added support for TBills
Bug Fixes & Minor Enhancements:
EUR Bond: Added support for HUF 20Y, and removed HUF 15Y
CC&Y S+SP: Added the option to “Show Table” in the live graph
CCY SSA :
o [Curve Analysis] Added “Hist” dropdown and “IssDate” filter
o [CNY CDB] Added support for ASIA, EBRD, EIB, EIBKOR, IBRD, IFC, KDB, KFW tickers
Fwd Swap Matrix: Added historical data for option vol with 3M, 6M,1Y,2Y expiries and 1y1y, 2y2y, 5y5y, 10y10y tails.
Sprd/Bfly:
o Extended group charting to max 25
o [EUR] Added support for “EU GB 7Y” ticker
CB Rate Monitor: Added support for Poland
VOL Wedge Grid: Support 9m & 18m Z scores for the applicable CCYs