Key Features in this Release:
Added new function to aggregate all alerts from all tabs into a single tab for more convenient access and alert management
Enhanced Seasonality tool by adding CPI announcement dates as Eco Calendar Events for USD, EUR, and GBP inflation strategies
Added the ability to unwind trades for swaptions and listed options
Updated Key Rate Risk (& Cashflow) to allow users to enter EGB short country codes as they are formatted in EUR Sprd/Bfly
For bond & future trade types, added PV & Previous PV columns, where Previous PV is calculated for the previous settle date
Enhanced Implied Lock Px and Benchmark CT column to now use the CTD implied lock price when setting a bond future as the benchmark
Updated the “Sector” drop-down menu with an option for only OTR bonds
Enhanced the recovery of expired strategies with an added preference to view expired trades in a dedicated “Expired Strategies” tab, which traders can right-click to restore back to the “Strategy Analysis” tab
Forward Swap Matrix Enhancement
Added support for the AUD3M vs. JPY3M cross-currency basis swap in both AUD and JPY Libor tabs
User Experience and Refresher on Table Management
Intraday real-time charts have been removed from default system views across Sprd/Bfly & Forward Swap Matrix to improve memory & CPU
Minor Fixes & Enhancements:
Floating Windows: Added Help -> Online Support to all windows (Sprd/Bfly, Fut Cal Roll, Invoice Spread, etc)
Desktop Menu: "Hide All Windows” and “Show All Windows” includes floating windows
Trade Blotter: Bond Chooser now supports multiple selection
Custom Basis & Basis Monitor:
Added 1W and 2W columns with selection and historical function for inferred basis swap pairs
Added 3s6s basis for DKK, HUF, and CZK for EM traders
Swap Box: Enhanced Strategy Creator by updating the GUI layout
Market View: Modeling a WI now uses the CT bond yield rounded down to the nearest 1/8 fraction and floor at 0 as the default coupon level
Bond: Enhanced “Set Alert” to let traders use RV while alert window is open
Previous week's release - OTC vs Exchange Vol, Market View, Sprd/Bfly, Trade Blotter, Swaption SABR and Future Analysis enhancements