Key Features in this Release:
Added Mean Square Error, “MSE”, and its square root, “RMSE”, columns
Added support for ITRX XOVER CDSI S40 5Y
[CIX] Added support to select multiple strategies and create the CIX String
Added “Split Lower Graph” preference
Added ability to import “MM Position” from Trade Blotter
Added ability to order CTDs based on highest Implied Repo Rates
Added daily change columns for Bond/Swap/Future sections
Constant Maturity Treasury (CMT) Curve
Added ability to separate GBP CMT into High/Low coupon curves
Added a scatter plot of the selected curve
Bug Fixes & Minor Enhancements:
EUR Sprd/Bfly:
Added support for DEO3, DEO4, and DE05
Added “ESprd Z C/C+R” and “ESprd Z Stdev/Stdev_d 1M/3M” columns
Future CTD: Added historical graph on “Dlv Prob %” & “Dlv Scen bp”
Forward Swap Matrix:
[CZK/PNL/HUF] Updated default float index for the libor swaps to 3M for tenors 1yr or lower; 6M for all others
[BRL] Added 3M C+R for the BRL futures
[Hist] Added the option to show the gap chart function
Market View – FX Curve: [AUDUSD] Added “AUDTN” currency
Trade Blotter: Added “Pull to Par P&L” & “Pull to Par P&L USD” columns to the summary table and blotter manager