Key Features in this Release:
Enabled all calculations in the Blotter Manager tab
Added ability to add Spain
Added support for SOFR & ESTR columns
Added an option to load USD closing prices as of 3am EST for Asia traders
[EUR] Added ESTR Spread change on day set of columns
[IDR] Added support for ASW YY/T/Z sets of columns
[GBP] Added ability to overwrite convexity adjustment for SONIA futures
[INR, KRW, SGD] Enabled editing of the meeting dates
Minor Fixes & Enhancements:
Trade Blotter:
Default Index for Cap/Floor will be SOFR
Under “Calculation” – “Misc” – “Cashflow”, added basis swaps
USD S+SP: Added “Exclude Bonds” functionality under “Tools” dropdown
Market View:
[CCY CPI] Added the option to remove the Monthly CPI
[GBP OIS] Added the option to override the SONIA futures price
Previous week's release - [New] GBP SFI Monitor, CB Rate Monitor, Forward Swap Matrix, Basis Swap & Custom Basis Swap, CCY Bond, Trade Blotter, Market View - Curves, and Global Preferences enhancements