Common
- [New] Contribution views as well as Market Data views now have an ‘Open Market Data Analysis’ function that will open relevant views attached to the market data
- [New] One can now add a counterparty from a BIC or ISIN code
- [New] In Flat files, it is now possible to see suggestions to get the right counterparty name
CR
- [New] Added Fixed Recovery CDS and Default swaptions (aka Digital Default Swaps/Swaptions)
- [New] Added Recovery Swap product
- [New] ISDA model CDS Cash settlement calculation is now matched perfectly
- [New] Added a CDS Quote converter tool
- [New] Contribution of Credit Curves from Refinitiv is now supported
- [Bug] Single Tranche pricing with pricing method = exact and constituent decomposition was wrong
IR
- [New] Added Bond Lock product (aka Treasury Lock). Actual Bonds as well as forward on-the-run bonds are accepted
- [New] Added user option to remove old rates such as CHF LIBOR
- [Bug] MXN bonds were slightly wrong due to specific convention