Key Features in this Release:
Added the Previous Clean MTM set of columns in both the bond and the summary sections
[CMS] Added support “Expiry Date” & “Single Look” columns
[NEW] Added support for FRN bonds
Added the option to enter the “Total Cash Value (MM)”
Added support for Zero Coupon Swaps, also available in Sprd/Bfly
Added Price, Rate and historical data for the future contracts in the top section
Added a button to resort the deliverable bonds by Implied Repo Rate
Bug Fixes & Minor Enhancements:
CCY TIPS: Added the BEI 3M R Crv, equals to TIPS 3M R – Trsy 3M R
EUR Govt Sprd: Added ESprd YY Set of columns
CCY Sprd/Bfly: [Intra-day graphs] Added a red dot to show where the latest value is
CCY Bond:
[Curve Analysis] The “Show Diff” will show the difference between the live and the historical value in graph format
Added the spread level after selecting two or three bonds in the Tool Tip
Market View – Basis Swap: Added the NOK v SOFR XCCY basis
Historical Viewer: Added the forward OIS for AUD and NZD currencies