Key Features in this Release:
Added support for percent (%) Open interest table
Revamped the window to allow users more flexibility
Added the Matched Maturity SOFR rate column
[MTGE] Added the Convexity and $Convexity
[Swap] Allow users to enter the meeting dates as Start/Maturity dates
Added a new 0 Forward Spread column
Moved the flag to share the original color preferences for the live graph and the curve analysis
Bug Fixes & Minor Enhancements:
Sprd/Bfly:
Added an alert to the Price Spread, “Px Sprd”, column
[RSI (14) Charts] Added the preference to show Stochastic and Bollinger on default
CCY SSA: Added the Convexity column
Market View:
Basis Swap: [AUD] Added the ability to choose the fitting points to the curve
CT: [EUR-BE/NL] Added the old, 2nd old, and 3rd old
Curves: [CAD] Updated the default fitting points to include 3M, 1y, 2y, in preparation for BA cessation
CCY SSA: Added additional currencies- CAD, AUD, SGD
Future NB Forecast: Added the function to adjust scenario future price by lowest net basis
Trade Blotter:
[Swap] Added support for FF Hedge
[Summary] Added support for hierarchies