Key Features in this Release:
Added seasonality matrix function to show the monthly average for every month over a year, additionally the monthly average over set amount of years
In Inferred OIS/SOFR/ESTR tabs, added ability to enter actual rates for time periods instead of rate hikes
Added ability to manually enter standard deviations for PCA Slope & PCA Parallel
Added ability to show SOFR/OIS/ASW swap z spread columns
Added option to show live graphs as bar chart
[USD] Added ability to use SOFR white pack for 2+ hedge
Added support for JPY WI Bonds
Added ability to automatically create new strategy line item from residual graphs
Minor Fixes & Enhancements:
CCY Bond: Added “^” to Custom Columns to be able to use exponents in the custom column formulas
Future CTD:
Added historical data for “Yld”, “ASW Z”, “IVSPS Z”, “OISprd Z” columns
Renamed "Dlv Prob%" -> "PCA Dlv Prob%", "Dlv Scen Std" -> "PCA Dlv Scen Std", & "Dlv Scen bp" -> "PCA Dlv Scen bp"
Previous week's release - Future CTD, Market View - CCY Config, Swap Box, Custom Basis Swap & Basis Swap, CCY Bond, and Calendar ASW enhancements