Key Features in this Release:
Allow traders to edit existingstrategies with “Strategy Editor” tool
Added regression historical data for “CT BM Corr”, “CT BM Beta”, “Curve Corr” and “Curve Residual” columns
[EUR] Added support for “Alias Name”; also available in the EUR Bond sheet
[Swap] Added shortcut for future delivery dates and CTD maturity dates
Added support for Reserve Bank of New Zealand meeting dates using “RBNZ#”& “RBNZMYY” formats
Allow traders to choose the dependent timeseries in the multi-linear regression analysis
Added SOFR/ESTR Spread Carry, Roll, Carry+Rroll, and $Carry+Roll set of columns if traders enter strategy with all USD/EUR legs
Minor Fixes & Enhancements:
User Experience: Renamed "Vol Adj C+R" column to "(C+R) /Stdev_d" across system
Sprd/Bfly:
Added support for Spanish 8Y bond “ES8”
[USD] Show TBA Price in tick format under the “Sprd” column
[USD] Default TBA spread to use duration weight
[USD] Added TBA example strategies under “Help” – “Examples”
AUD Semi: under “Preference” – “Graph” added options to show “Multiple X Axis” and/or “Multiple Y Axis”
Historical Viewer: Added support for SPX P/E Ratio
Forward Swap Matrix:Added support for “CMB#Wx#M” format;RiskVal will build a CMB Curve from TBill
Trade Blotter:[MTGE] Added support for TBA format such as “FNCL 2 921”; RiskVal will auto-convert the format to be consistent with TBA entries in Sprd/Bfly sheet
Custom Bond: Allow traders to add new rows with<right-click>
Previous week's release - Sprd/Bfly, Forward Swap Matrix, Trade Blotter, [EUR] TBill and Historical Viewer enhancements