Key Features in this Release:
For cross currency spread and butterfly strategies, added the FX adjusted Px Ratio and CIX string
Enhanced the CIX string to support a combination of Fed Futures vs Eurodollar strategies
Added the ability to map specific Fed Fund futures to their generic counterparts
Added IVSP SOFR YY, IVSP SOFR dYY, CTD SOFR YY, CTD SOFR dYY, and FSOFR columns for invoice spread and CTD SOFR
[AUD] Enhanced BM CT column to support Futures as the spread benchmark
[GBP] Added the ability to enter an alias name directly into the BM CT column and added BM CT alias column to indicate the benchmark bond
Enhanced process of sending strategies from Sprd/Bfly and Forward Swap Matrix over by filling legend automatically
Added labels to y-axis for graphs plotted with one series and updated legend to reflect this
Added “Delete Selected Tabs” function to allow users to delete multiple tabs in one batch
Minor Fixes & Enhancements:
USD Sprd/Bfly: Added support for PCA weighting for CT20
CCY TIPS:
Enhanced the SA IOTA and OTR IOTA calculations to use SA BEI instead of BEI
Added ability to exclude bonds in the TIPS sheet (like in USD Bond)
Forward Swap Matrix: Enable traders to flip fwd/tail axes without restart
CT Sprd/Bfly: Renamed column headers to make consistent with other parts of RVFI
Trade Blotter: Enhanced the XCCY Basis Risk to support FX Forward and FX Option trade types
Previous week's release - Sprd/Bfly, TIPS, Trade Blotter, Forward Swap Matrix, IRVol [Market View] and Historical Viewer enhancements