Key Features in this Release:
[Future - CAD] Added 30Y future “LGB” across the system
[Curves – USD – Libor] Added support for Implied Convexity
Added support for generic TBA
Added Latvia, Lithuania, & Estonia bonds
Added ability to set SSA bonds as Comparable Bond
Added ESTR and SOFR options for the XCCY ASW columns, also available in the Bond Roll
Added Denmark TBill sheet
Added IVSPE set of columns
Minor Fixes & Enhancements:
CCY Bond: Under “Preferences” - “dChg Background Color”, added “OTR dRVS”
CCY TIPS:
In the Fwd BEI Matrix, added “Carry Adj BEI” to the dropdown menu
Added preference to not show Carry Adj historical data for “RYld” & “BEI” columns from under “Tools” - “Graph” – “Show Carry Adj for Ryld and BEI”
Added the option to change the live graph from years to duration
Sprd Bfly: Added ability to send EUCMT strategies to Hist Viewer
Market View: [Curves – EUR – CMT – DE] Added original 15s to CMT curve construction
TBA Analysis: Under “Tools”, added “Import HR%” with a sample file under the “Help” menu
ED$ Monitor: Added the Implied Cnvx for the Packs and Bundle sections