Key Features in this Release:
o Added new bulk upload of the Custom Bond Cashflow
o Calculating delta PnL for Bonds and Futures
o Added support for the JPY Fixed vs DTIBOR6M
o Added the Forward Swaption Vols
o [Multigraph Regression] Added the option to load additional 3-month data sets to the regression analysis
o Added support for Change of week and Change of Month
Bug Fixes & Minor Enhancements:
Trade Blotter: Added Support for TZRRX3 and SFRTZRX3 futures
Market View:
o [AUD Basis Swap] Added the AUD3s vs FF curve, as the AUD 3s-SOFR Basis
o [Cap/Floor Vol]: Added BVOL as pricing source
Historical Viewer:
o Added historical data for S/A Yield for GBP SSA
o Added historical data for SOFR generic such as SFR0, SFR1, SFR2, etc.,; SOFR Packs such as SFWH, SFRE, SFGR, and SFR Bundles such as SFRBNDL2, SFRBNDL3
New Global IVSP: Added the Custom Columns function
XCCY Govt Curve Analysis: Enhancements to improve functionality
Sprd/Bfly- Group Graphs: They save when clicking on “Save Desktop”
XCCY Basis Swap: Replaced all USD3s with SOFR