Key Features in this Release:
Added semi-annual set of columns
Added semi-annual set of columns to “Graph” dropdown
Added 1 week & 2 week to carry & roll setting
Added ability to plot SSprd/ESprd/OISprd/EONIA/SONIA YY C+R
Enhanced sheet to allow traders to choose any currency & curve combination
Bug Fixes & Minor Enhancements:
CCY TIPS: Added Custom Columns functionality to “Table” – “Manage Columns”
Forward Swap Matrix: Added carry & roll history for SOFR/ESTR MAC Swaps & CPI Swaps
Future Cal Roll: Added “NB(bp)” column for front & back contracts
XCCY Swap Curve Analysis: Added SOFR/ESTR for USD/EUR