Common
- [New] Added support of ORE xml deal files
- [New] Realized P&L can now account for deal events at Open or Close of business, defaulting to close
- [New] In contribution screens, one can now select several sources for the same provider. Ex: TTKL,ICAP takes the latest of TTKL and ICAP feeds, AVG(TTKL,ICAP) takes the average
- [New] In contribution screens, it is now possible to override the source per instrument
- [New] In contribution screens, added CRZ composite source (cf static data to see the mapping)
- [New] In market data analysis, last selected cell is displayed at the top
- [Bug] Fixed issue with bond live feeds defined in 1/32 (US Bonds) on Reuters
- [Bug] In pricing screen, theta was wrong on payment dates
- [Bug] Deal cancellation was failing
EQ/CO
- [New] Added option blotter
- [New] Added Delta Amount equivalent risk transformation (on both pricing and portfolio views)
- [New] On vol surfaces, one can now choose whether the ATM reference is spot or forward. Now defaulting to spot on equities, forward on commodities
EQ
- [New] Added support of EOD Historical Data provider
- [Bug] Expiry futures on Asian indices have been fixed
- [New] ‘JPM Equity spot and vols’ dividend calibration is now based on future expiries