Common
- [New] It is now possible to specify numerical precision in portfolio views
- [New] It is now possible to specify a result currency different from reporting currency in portfolio views
IR
- [New] In swaption blotter, added the ability to calculate spread or fly ratios
- [New] In spot IR swap and Inflation swap market data analysis views, it is now possible to open underlying as new deals on spreads or butterflies
- [New] Added a scenario to match a bond quote. Made it available easily in the Bond template (Quote field)
- [New] One can now book inflation bonds with quote type = NominalCleanPrice or RealDirtyPrice. RealCleanPrice and NominalDirtyPrice are also accepted in flat files
- [Bug] Z-Spread calculations now use the same compounding periodicity as the coupon bond (limited to 1 year for a zero-coupon bond)
- [Bug] Bond sensitivities were wrong in the following case: bond curve defined as spread curve with generic tenors (e.g. 10Y, instead of actual bonds). Error was material only on far from par bonds (up to 15% error)