Common
- [New] Improved the Quick Launch functionality. Try ‘Contrib SX5E’, ‘DE0001135432’, ‘CDX.NA.IG’
- [New] Added a more flexible way to define real-time feed sources. Sources set-up can be shared between users
- [New] Tickers defined as spreads now support different sources for each leg
- [Bug] InjectRawMarketData scenario failed to serialize
IR
- [New] Added a market data analysis view to compute noteworthy strikes such as max vega, max vanna payer, max rega receiver, etc
- [New] In ‘Add a bond’, identifier type (ISIN, CUSIP, etc) is now automatically recognized
- [Bug] ‘Add a bond’ view failed to add a bond when it was missing in OpenFigi database
- [Bug] US Treasury Bills were disregarded when loading bond benchmarks
- [Bug] Dates on short futures on AUD, CAD, NZD are now correct
EQ/FX/CO
- [New] Added a market data analysis view to compute noteworthy strikes such as max vega, max vanna call, max rega put, etc
FX
- [Bug] FX Option theta was wrong
API
- [New] PortfolioResultItems now support Json Serialisation