Key Features in this Release:
Sprd/Bfly enhancements
[USD] Implemented a pre-built template containing Broad Market tickers, including Equity (SPX, DOW, NASDAQ), Commodity (Crude Oil), Credit (IG & HY), and ED$ Packs
Enhanced the GUI layout for both Spread and Butterfly Generators
EUR Supra Sovereign enhancement
Added a new “Sort” function to organize the SSAs by “Ticker-Maturity” or “Maturity”
Listed Option SABR Model enhancements
Added a new column “ITM Prob” to show the probability of how likely a specific option is of being in-the-money at the expiry date
Enhanced Blotter Table which separates calls, puts, and straddles, allowing users to input a specific strike range and auto-populate the Greeks, premium, and ITM Prob
Forward Swap Matrix enhancements
Added prefix concept to quickly enter forward starting strategies such as 1x(2/3/5), instead of entering 1x2/1x3/1x5
Added OIS 1M and OIS 6M to the “FRA” sub-tab in the lower panel
Enhanced organizational ability with the color-coding option
Bug Fixes & Minor Enhancements:
Global: Added a table menu item “Reset Table Format” to set all column widths and # of decimal places back to their original state
Bond Roll:
Added option to view mean level of a spread strategy as a colored line
EUR: Added an OTR Summary table to quickly analyze German, France, Italy, and Spain on-the-run performance
EUR: In the live panel and Curve Analysis, added two separate lines to differentiate Italy hi-coupon CMT and low-coupon CMT curves
JPY CMT: Enhanced the curve parameters for smoother fitting in the long-end