Common
- [New] Migrated to .NET 8 / C# 12. Expect 15% performance improvement (except I/O)
IR
- [New] Added Cap/Floor periodicity field in Blotter/Market data analysis/SDR views. This is an additional parameter required for cap/floors vs OIS. Previously, it was assumed to be the same as the swap floating leg periodicity.
- [Bug] floating loan payment gap could be wrong when the index is an OIS rate
API
- [New] Change in the way we connect to the data service: new DataService() instead of new RPCClient(), new DataService(eDataSource.Local) instead of new InMemoryDataService()
- [New] Users consuming in-memory service now authenticate through an API key
- [Bug] Exotic bonds definition was wrong prior to their issue date