Key Features in this Release:
Added Carry and Roll set of columns with historical data when looking at TIPS bonds
Allow traders to choose benchmark from the “BM CT” column
[EUR] Added tooltips to the live graphs that will indicate the ticker
Added columns to show the Implied CB rate and the Market CB Rate for each of the curves, with the “Manage Columns” menu
Recent changes on the RV Analysis
Minor Fixes & Enhancements:
Sprd/Bfly: [JPY] Added support for “JU-#” and ‘JU#’ formats
Market View: [CT - IT] Added support for old 7 year “o7”
On The Run: Added the OIS Invoice Spread for all currencies and ESTR/ SOFR Invoice spreads for EUR/USD in the future section
Custom Basis: Added G7 SOFR XCCY standard tabs
Trade Blotter: Added an option to set the Swaptions as forward settle, with the default being on forward settle