Key Features in this Release:
Added another layer of calculating the simulation path by averaging existing paths with weighting
Added ability to choose to map symbols to bond future or current treasury
[CMS Sprd Option] Added support against SOFR/ESTR/OIS
Added “OISprd Z vs. FOISprd Z” to “Graph” dropdown
Bug Fixes & Minor Enhancements:
EUR Sprd/Bfly: Added support for Austrian benchmarks (AT15, AT20, AT50)
Forward Swap Matrix: Added support for offshore swaps for THB, MYR, & KRW, already available in Sprd/Bfly