Key Features in this Release:
Added option to set the default as SOFR futures for the strip hedge
In the butterfly generator, when choosing one bond, the other legs will be the same distance away from the chosen bond
Added ability to set WI as the comparable treasury
Added Float Size column
[KRW] Added KRW Fixed vs SOFR
[CNY] Added CNH Fixed vs SOFR
[Swaption] Added keyboard shortcuts to set “Pay/Rcv” column
Added additional sets of XCCY ASW columns, including GBP SONIA to XCCY ASW
Minor Fixes & Enhancements:
Trade Blotter [Basis Swap]: When double clicking B/E Sprd for popup, “Stub” & “Interp” selections will be saved after restart
Basis Swap: AUD3s vs AUDOIS, formerly implied from AUD OIS & AUD3s curve, will now use market quote (BBG symbol ADBBCO#)
Market View – Curves [AUD]: Mixed curve was removed. One curve for 3s & one curve for 6s is now shown.
Swap Monitor: Handles more currencies