Key Features in this Release:
[KRW] Added support for “KRW3S vs SOFR”
[HKD] Added support for “HKD3s vs SOFR”
[USD] Added support for “CIX” function for CPI spot swaps
[JPY] Added ability to choose Clearing House
[USD] Added the SER Ted and SFR Ted set of columns
Added support for "3M C", "3M R", "3M C+R", "BEI C", and "Jun BEI C", "JUL BEI C", "AUG BEI C" columns
Added a column to show the carry and roll PnL to maturity along with repo
Minor Fixes & Enhancements:
Sprd/Bfly:
Added longer historical data for “IG” and “HY”
[Butterfly Generator] Reverted back to sort strategies by short distance
Market View – IRVOL
Made Black Vol; Normal Vol; OTM Strike; Swaption Roll (Straddle); Future Option Vol all as separate subtabs under IRVol
[RV Analysis] Renamed strategy type “Fwd” as “Expiry”
Kept the headers of the Actual Skew and Skew Live tables fixed when scrolling down
[EUR] Market View - OIS Curve: Removed the 35 yr point
TBA Analysis: Applied the roll date setting under “TBA Analysis – Preferences – Use FN30 roll flags” to all TBAs across RiskVal
Swap CoD: Added the option to choose either Libor, SOFR/ESTR, or OIS
IT FRN: Adjusted the “ASW Z Diff” column to show the difference between BTPS ASW Z and DM with Curve
Forward Swap Matrix: Added support for SOFR Packs, Bundles, and ability to specify starting month (already in the sprd/bfly)
Historical Viewer: Added support for Credit Indices [EUR] ITRX, XOVER, SNRFIN, SUBFIN