Key Features in this Release:
Added “TCV” (Total Cash Value) column
Added option to copy CIX for ASW Y & ASW Z
Added “SSprd/OISprd YY/Z Diff” set of columns
[USD] Added “SSprd P Diff” set of columns
Added ECH2 future options
[USD/EUR] Added support for SOFR/ESTR spot & forward swaptions
Added support for CNY Fixed vs USD3s, KRW Fixed vs USD6s, & BRL Fixed vs USD3s
Libor swaps will now be supported with prefix “S”
Added ability to construct strategies using ISIN with an “Alias” description
[INR] Added central bank meeting dates & ability to use them as fitting points
Added “SSprd/ESprd/OISprd YY Carry” columns
[KRW] Added ASW onshore & offshore sets of columns
[CNY] Added “Alias Name” column
Minor Fixes & Enhancements:
Fed Fund Simulation: Added the EUR-ESTR tab
Bond Roll [Risk/Hedge]:
Traders can use “k” or “m” shortcut in the “DV01” cells to enter thousands/millions (respectively) (For example, “1k” can be entered for “1,000”)
Multiple bonds can be selected by holding the <Ctrl> key
Sprd/Bfly:
[THB] Added Offshore ASW set of columns, already available in MYR & THB Bond sheets
[USD] Added historical data for “CMT 1.5”
Custom Bond: Added ability to override “MMY” column to recalculate bond’s “Yld” & “Px”
New Global IVSP: When calculating NB(bp), its own repo rate (either special or GC) will be used for each deliverable bond instead of using the GC repo in the “Repo” column on default
Swap Box/Trade Blotter: Extended the 3M SOFR Hedge to match the ED$ Hedge
USD S+SP: Added “SSprd Z” to “Graph” dropdown
Historical Viewer: Added 10 years of historical data for “PE Ratio”
Basis Swap & Custom Basis: Added support for “ToFwdSwapMatrix” in CNY Fixed vs USD3s, KRW Fixed vs USD6s, & BRL Fixed vs USD 3s historical graphs
RVFI Graphing: Added indicator to pop out lower graphs (Equivalent to “Preferences” – “Graph” – “Show as Floating Window”