Key Features in this Release:
Added ability to send Matched Maturity SOFR Invoice spread to the Trade Blotter
Added ability to plot spread of multiple dates
Added support for AUD TIPS
Added additional SER & SFR Px & Rates
Added option to set historical data & Y-axis as ticks or decimals
[USD] Added an option to save forward Repo rate on restart
Minor Fixes & Enhancements:
Sprd/Bfly:
[USD] Added SOFR Spread Z Vol as the “SSprd Z Stdev_d” column
[EUR] Added “CA RYld Rich<->Chp” & “CA RYld ZS” columns, also added to EUR TIPS sheet
Fwd Swap Matrix: [AUD] Added OIS 0.5 year spot & forward history
USD Agency: Under “Preferences” – “Graph”, added “Include WI Bonds” option
Basis Swap & Custom Basis Swap: [JPY] Added lower matrix tabs for JSCC vs LCH
Market View – WI SSA/FRN/Agcy: “Maturity Date” & “First Coupon Date” will be automatically recalculated after setting “Interest Accrue Date”, already available in WI tab
Future CTD: Added an option to graph “Multiple Y Axis” under “Preferences”