Common
- [New] Added bulk deal transformations (Reverse, Asset swaps, delta hedges, future underlyings) in portfolio content view
- [New] In cap & floor and asset option blotters, added the ability to calculate spread or fly ratios
- [New] In Historical VaR, it is now possible to exclude manually some dates from VaR contribution
- [New] Repo haircut can now be negative
- [Bug] In realized p&l view, rating change p&l impact appeared as theta
IR
- [New] Added global lock in swaption blotter, allowing to lock an ATM price/vol across all lines
- [New] Collar/Strangles are now accepted in cap&floor blotter
- [New] Asset swaps are now supported in flat files
- [Bug] Small fixes in swaption blotter: formats and required market data when currency is not the reporting one
- [New] Wedge premium can now be spot/forward (spot for cap/floor, forward for swaption)
- [Bug] In risk view, sensitivity to liquidity spread was missing for exotic bonds
FX/EQ
- [New] Spread options on assets are now supported. They are booked as baskets