Key Features in this Release:
Added Curve scenario to calculate the net basis along with a second set of PCA scenarios
Added closing date feature to show swaps as of date entered
[Future] Added “GB”, “IRR”, “REPO”, “NB”, & “dSOFR” columns
Added “2BD” change columns for live levels
Added support for FOMC OIS meeting dates up to 43rd meeting date
Added support for the monthly CPI rates, also in the FSM
Added “Fly” & “CumStep” columns
Minor Fixes & Enhancements:
CCY Bond: [Preferences – Edit PCS] Added ability to clear color settings
Trade Blotter:
Added “Sort” menu option to Blotter Manager
Added ability to override “1D Repo” cell
Future CTD:
Middle table default repo will be GC Repo + scenario spread adjustment
Added FSOFR & FESTR columns to show the forward matched maturity SOFR/ESTR rate
Global Preferences:
[GUI Preferences – Graph Setting – Line Chart Size] Added additional sizing options
[Calculation Preferences – Global Calculation Preferences] Added “AU RBA Meeting Date Roll Lag” & “NZ RBNA Meeting Date Roll Log” options
Market View:
[Repo] After overriding lower special repo table, cell will be highlighted
[Curves] Added OIS curves for RUB, COP, CZK, HKD, & CNY
USD SSA + Covered: Added ability to plot SSprd YY & SSprd Z