Key Features in this Release:
Added ability to enter custom historical date for Hist & Diff dropdowns
Added z-score metrics to Data Types
Under Preferences, added “Futures Carry use CTD Repo” option
[Swap & Swaptions] Updated default floating index to RFR, configurable under Preferences – Swap Settings
[Swap] Added Gamma P&L & Delta P&L
Added 3M Repo column for bonds & futures
[Bond] Added the ability to choose the spot or forward DV01 under the Global Preferences
Added “ESprd 2BD dZ”, "ESprd 3BD dZ", "ESprd 5BD dZ", "ESprd 10BD dZ”, & "ESprd 1M dZ" set of columns
Added "IVSPE 2BD dZ", "IVSPE 3BD dZ", "IVSPE 5BD dZ", "IVSPE 10BD dZ" , "IVSPE 1M dZ" set of columns
Added ability to create additional panels
Added support for IMM Annual Money Market, IMM Semi-Annual Bond, & IMM Quarterly Money Market as the IMMAM, IMMSB, and IMMQM, respectively
Added ability to upload repo file using Cusip/ISIN & terms
Added “Floor Prem bp” set of columns
Added ESTR Sprd YY, T, & Z sets of columns
Added cashflow function
Minor Fixes & Enhancements:
CCY Bond
[EUR] Added CYP CT 5 & 30, also available in EUR Sprd/Bfly
[Curve Analysis] Under Config, added Show Point Label option
[Curve Analysis] Added the CMT RVS Z-score, ASW Z Z-score, and OIS Z-score data types
[WIT] Re-labeled the WI pulling in the market price to “BBG-WIT”
Forward Swap Matrix
Added “Cnvx + Exp Ret” column, also available in Sprd/Bfly
Added double click for historical data function for Beta column
[AUD] Added the LIB3M and the LIB6M, the default Libor is the LIB3M
Forward Curve Analysis
For AUD CCY, added LIB3M & LIB6M as options under Curve
CCY Sprd/Bfly
Added YTD dSprd column, also available in CCY Bond
Added OIS for CIX function
Added Constant Maturity TBill historical data
CCY TIPS
Added ability to right click in C, R, C+R columns to change C+R to 1M, 2M, 3M, also available in CCY Bond.
IT FRN CCTS
Renamed “Floor Prem” to “Floor Prem Cents”
Global Preferences
Added setting to choose to use DV01 or FDV01 for cash bonds
AUD Semi
Added “CH Hold %”, “CB Hold Sz B”, & “Float Sz B” columns, also available in AUD Bond
Fed Fund Simulator
Added ability to override Upper & Lower Targets of the Range Interval
Market View
[IRVol] Added double click for historical data function for Beta tab
Added option to include WI in CMT curve
OTC – Exch Vol
Under Preferences, added Nvol Ratio with option to set it as OTC/Exch or Exch/OTC
CCY SSA
[Curve Analysis] Added ability to select multiple categories & datatypes, already available in CCY Bond
Trade Blotter: Added FX Scenario (Spot x Vol) for FX Option & FX Exotics