Key Features in this Release:
[Swaption] Added “Gamma N USD”, “Vega N USD”, & “Theta N USD” columns
After configuring forward & tail terms, lower matrix data will be auto populated
Added the Mean Reversion Return divided by the Daily Vol, with the ability to sort by this measure
Added a flag to switch the Gross Basis and Net Basis from 32s to decimals
Bug Fixes & Minor Enhancements:
USD & EUR SSA + Covered: Partitioned ticker chooser into 2 sections: Agency & Sovereign
CCY Bond: Added ability to highlight/un-highlight CTDs & UWIs, similar to existing functionality for OTRs
Previous week's release - TBill and CB Rate Monitor enhancements