Key Features in this Release:
Added support for forward custom OIS rates
In Strategy Creator & Strategy Editor, added “Preview” button
Added forward FOMC meeting dates, also available in the forward swap matrix
[Swap]: Added ability to enter "1M", "2M", "3M", "4M", "5M" to get the dates for the "Fixed Start" and "Fixed Mty" columns
[Listed Option]: Added support for SONIA future options, such as SFIU2P 100.
IMM for SOFR vs SONIA
Added option to “Separate Yld” to display dYld in its own chart
Added “Orig” filter
Minor Fixes & Enhancements:
EUR & GBP Bond
Added “Par Cpn” column, also available in USD Bond
Forward Swap Matrix:
Added “Meeting Date” column, also available in Sprd/Bfly
Trade Blotter [Swaption]: “Opt Value” & “Settle Upfront Fee” columns now accept “100K” or “10M” input format
Market View:
[Basis Swap]: Imply 3m, 6m, & 9m from FX curve option for CNH3s vs USD3s, SGD3s vs USD3s, & HKD3s vs USD3s
[Basis Swap]: For JPY tab TONAR vs SOFR, now use BBG JYBSS instead of implying
[Curves]: For CAD OIS curve, switched to us BBG value beyond 5y point
[Curves]: Removed OIS from PLN tab
Basis Swap: Added support for “ToFwdSwapMatrix” from lower matrix historical graph
Previous week's release - Sprd/Bfy, Trade Blotter, USD & EUR SSA, Market View - WI and [NEW] CANHOU FRN enhancements