Common
- [New] Bond adjustment market data now accepts most common bond formats (e.g., ISIN, CUSIP)
- [New] Flat File now supports Bloomberg future option tickers (e.g., ISIN, CUSIP)
- [New] Automatically add bonds present in flat files if they don’t exist in the system
- [New] In bond adjustment market data contribution, one can now select the bonds to contribute
- [New] In contribution views, automatically propose to roll the (Credit/Commodity/Yield) curves if required
- [New] Added support of JSCC CSV portfolio files
- [New] Added support of Strata CSV portfolio files
- [New] Bulk historical contribution (in dashboard) is now faster
- [Bug] In the contribution dashboard, historical contrib failure of one market data could stop other market data contributions
EQ
- [New] It is now possible to do a historical contribution of volatilities from calibration to exchange close
- [New] It is now possible to do a historical contribution of dividends from exchange close implied forwards
- [New] Convertible bonds now support a term structure of dividend protection
IR
- [New] It is now possible to define swap curves in spread with a bond curve
- [New] Cross currency swaps now support no exchange notional at all
- [Bug] CAD basis swap 1M vs 3M was assuming a payment frequency of 6M instead of 3M