Key Features in this Release:
[GBP] For Inflation traders interested in analyzing linkers against the SONIA curve, RiskVal added “SONIA Sprd Z” and “SONIA Spread Z diff” set of columns
Under RV Analysis, added filters for “IOTA”, “SA IOTA”, “ASW P” and “Must Include Bods”
Added the “Hist” line to the live graphs to compare the live to a historical date from the “Hist” dropdown as well as added the “ASW P Diff”
Added "CIX YldSprd(mid)" option to the CIX menu, in addition added CIX Settings to the “Global Preference” menu
Add "Tabs" function to allow users to create and save tabs for different contracts
Minor Fixes & Enhancements:
TIPS: [GBP]Added history for "ASW Z Diff ZS" column
Sprd/Bfly:
Added support for "IRRBIORR" rate
Added “6s ASW (YY/T/Z)", "6s ASW d(YY/T/Z)", "6s ASW YY 3M C+R", "6s ASW YY 3M C", and “6s ASW YY 3M R" columns
Added "ASW 3M C+R", "OISprd 3m C+R", "SSprd/ESprd 3M C+R" calculation for CMT strategies such as CMT10
Trade Blotter:
Traders can overwrite “DV01 USD” column under the “Swap” tab
Under the “CMS Sprd Option” tab, “Single Look” is selected on default. Also, when switching between Single Lock and Non-Single Lock, RiskVal resets “Strike bp”, “Trade Px pb”, and “Settle Upfront Fee”
CCY SSA and AUD Semi: Added “Must Include bonds" under RV Analysis
Conditional Trade: Added “Rename Tab”, “Delete Tab”, and "Delete selected tabs" under “Tabs” menu
Fed Fund Simulation: Enhanced saving process for Path/ FF rate/ Upper and Lower targets if traders overwrite them from “Edit” - “Save Data” menu
S+SP: Added color highlighting to the system created WIs and user created Wis
CMS Spread Option: enhanced the behavior such that, when strategy is created, the default will be Single Look, when switching to non-single look, the strike bp, trade price, and settle upfront fee would be reset
Basis Swap Monitor: When selecting to show the “Show Fwd Matrix”, “Use BBG Live” will be turned on
Fwd Swap Matrix: Renamed the XCCY RV Country to XCountry RV Analysis
Previous week's release - Bond Roll, OTC vs Exchange MidCurve vol, Sprd/Bfly, S+SP, and New Global IVSP enhancements