Key Features in this Release:
o Added CMB RVS set of columns
o [JPY] Added support for “DTIBOR3s/6s vs TONAR”
o Added ATM Vol set of columns
o Added “DM Crv – MM ASW” heatmap and Z-score set of columns
o Added alert function for “DM Crv – MM ASW Z” column
Bug Fixes & Minor Enhancements:
Forward Swap Matrix: Added historical data for year-end turns such as JPYUSD – FXIMP – JPY -12292023 – 01022024, USDJPY – FXIMP – USD – 2023 – 2024, etc.
Market View – Curves: [NZD] Added 25Y and 30Y fitting points for OIS and Libor Curves
Listed Strategy: Updated the SFR future price to decimal format
Historical Data: Added historical data for 1W ESTR and SOFR
Sprd Bfly: Added “Note 2” column
CCY TIPS: Added “Sctr” filter