Key Features in this Release:
Enhanced historical graphs with an added flag for traders to see roll adjusted historical data with or without decay
Added new option to set price ratio method (also available in Swap Box)
Updated CIX string generator to be based on the price ratio method (also updated in Swap Box)
Enhanced alert options by adding support for invoice yield, invoice spread, OIS spread, ASW spread, and CMT RVS change on day measures
Updated trade information table by making “Bond DV01”, “Swap DV01”, and “Swap FPV01” overridable fields
Added Implied Forward 1Y BEI as a complete set of columns. The Imp Fwd BEI is the BEI of a given TIPS bond forwarded 1-year using the BEI of another bond that’s 1-year further maturity
Created a new screening tool for invoice spread analysis which combines G7 + AUD currencies as separate tabs
Created a new sheet for all EUR S+ SP bonds to replace individual EUR S+SP sheets
Enhanced chart labels by automatically replotting graphs when making changes and prompting traders to save
Updated 3M R CMT to be new label (instead of 3M R) and added support for all EUR countries
Added historical data for IMMFRA U9-Z9 and IMMFRA(OIS) spread against 6M LIBOR
Minor Fixes & Enhancements:
Trade Blotter: Added support for 20y point in calc swap spread
Market View – Basis Swap: Added generic IMM historical data for CLP, COP, CHF, and THB
Market View – Repo: Added CoD (Change on day) column
Future CTD: Added ability to double click in cells to bring up historical graph for IRR and actual repo
Forward Swap Matrix:
Added historical data for 35, 40, and 45-year swaps in the EUR LIBOR tab
Added support for G7 country codes in the DKK tab
Previous week's release - Bond Roll, Trade Blotter, Conditional Curve, Conditional Trade and Sprd/Bfly enhancements