Key Features in this Release:
Added option to choose which bonds and WIs to include in the future’s delivery basket
Added support for user created TIPS
Added ability to send TBAs to Historical Viewer sheet
[CAD] Added support for CDGGBE Index
Added ability to select swap curve for each currency
Added CMT support for Spain, Belgium, & Nederland
[RV Analysis] Added “Vega3M Neutral” weight
Minor Fixes & Enhancements:
Market View:
[CT - EUR]: Updated CTITL2Y from 1/24 to 4/24 & CTITL3Y from 12/24 to 5/25 bonds
[Curves - AUD]: Added option to imply OIS rate from 3s swap and OIS/3s basis
[IRVOL – RV Analysis] Renamed default weight option to “Vega Neutral” & added configuration for realized vol term
TBA Analysis: Added preference to use FN15 roll for GN30 I & GN30 II
Global Preferences: Added ability to set smaller font sizes (6 & 8)