Key Features in this Release:
Enhanced the Alert Management across Forward Swap Matrix & Sprd/Bfly
Added an option to view OIS bucket risk in addition to LIBOR bucket risk
Add Repo trade type option
Added option to specific # of previous contracts to view the CTD bonds for expired contracts
Added support for strategies containing and individual CANHOU securities
Added ability to set CANHOU as the comp treasury
Added Turkey OIS curve
Added CMT curve for India and Indonesia
Added ability to set spot or forward hedge as the default for newly created strategies
Minor Fixes & Enhancements:
Custom Basis & Basis Swap Monitor
Added the ability to send strategies to the Forward Swap Matrix in pop-up graphs from the “fwd” tab
Added NZD vs EUR 3M cross-currency basis swap
Sprd/Bfly:
Added indicator to tabs containing strategies with alerts
Added Sprd/Bfly monitors for all currencies with a CCY Bond sheet
CCY Bond:
Added Curve Analysis to all CCY Bond sheets
Added columns to show the Mean, Expected Return, and Total Return for both Yield and ASW YY
Forward Swap Matrix: Added RV Analysis for all currency tabs
RV Analysis: Added weighting column for spread and butterfly strategies
TIPS: Added the flip function to spread graphs for BEI and yield