Key Features in this Release:
Added preference to choose PCA parallel or normal parallel for delivery probability & scenario analysis and save repo
Added support for micro treasury yield futures
Added support for “DXY” index
Added flag to price CADOIS vs SOFR basis off the CADOIS-SOFR basis and the CAD3sOIS
Added support for CMSsprd Vol
Minor Fixes & Enhancements:
TBill: “Added Custom Columns” function to “Table” – “Manage Columns”
Bond CoD Graph: Added support for “New Config” and OISprd to GBP, JPY, CAD, AUD
Preferences: Under “Worksheet Mgmt” – “Sheet AutoLoad Mgmt”, added Trade Blotter as an option
EUR SSA: Added ESMTB ticker