Key Features in this Release:
Added GBP SFI Monitor
Added KRW
Added ability to send meeting dates to Trade Blotter
Added support for FX forward to IMM dates, also available in Sprd/Bfly
Added support for FX forward cross currency basis (implied CCY1 rate based on FX Fwd and CCY2 rate)
[EUR] Added support for ESTR vs EUR1s basis
[USD] Added ability to include first, second, & third off the run bonds
[USD] Added preference to show front/back GB/NB in decimal format
Added Dirty Price & Accrued Interest columns in decimal format
Added bucket Vega support for listed options
[Swaptions> Midcurve Swaptions] Separated the “Corr” column into realized correlation and priced correlation.
Added Libor curve support for IDR
Added ability to control US FOMC roll
Minor Fixes & Enhancements:
USD Bond: Added “Strip D/E SP dYld” column
Sprd/Bfly: Added ESprd Z realtime chart column
Market View
[Basis Swap]: IMM live values for ESTR vs EUR3s will be pulled from BBG
[Curves - CMT] Overridden weights will be saved on restart
Forward Swap Matrix:
Added carry & roll history for IMM Basis Swaps
[BRL/MXN/CLP/COP]: Added support for partial year historical data
CAD Prov + Covered: Added OISprd T live level & daily change
Hist Viewer: Added support for SONIA futures
Fed Fund Simulation: Added the option to roll the CB Rate on meeting date or the day after under Global Preferences