Key Features in this Release:
Added support for straddle swaption spot premiums and forward premiums, also available in the Sprd/Bfly
Added look back period “LBP” setting
Added support for "ZC InflSw", "SA ZC InflSw", "SA IOTA", "IOTA", "Carry Adj dBEI"
Added option to create standard tabs and custom tabs
Added "MM Bullet CT Sprd", "MM Bullet CT BM", and "MM Bullet SOFR YY" columns
When plotting multiple timeseries, traders can show spread and configure the weighting for selected curves
Added support for "IMMSOFR [HMUZ]# ", such as "IMMSOFRH2” and "IMMSOFR [HMUZ]#X# " such as "IMMSOFRH2X3"
Minor Fixes & Enhancements:
Added “FOISprd Z” under the “Graph” dropdown
Added option to export all sub- tabs from the bond roll in one document
Trade Blotter: When looking at BRL offshore NDIRS Swap and selecting EM risk under the “Calculation” dropdown, RiskVal added “All” tab
USD Swap 2+ RVS: Added option to exclude “2+dRVS” segment from the live graph