Common
- [New] There is now a way to check all missing market data in one click for portfolio views requiring historical market data
- [New] Flat file now supports one additional fee per trade
- [New] Added (Digit) Range option payoff. Combined with Fixing type = AVG, this allows to price range accruals
- [Bug] A few properties such as RollConvention were unmapped and ignored from a flat file
IR
- [New] Added Yield to Call and Yield to Worst measures on callable bonds (available in Details window)
- [New] In XCCY curves, it is now possible to mix FX forwards (FXP) and XCCY swaps (CC) (previously FX forwards had to be converted in XCCY swap equivalent)
- [New] Parallel Curve spread scenario is adjusted on FXP instruments so that the input bump corresponds to a XCCY swap rate bump (previously FXP were ignored)
FX
- [New] Added FX Window Forward product
EQ
- [New] Added Equity Volatility Futures and Options (VIX and VSTOXX)
- [New] Automatically add equities present in flat files if they don’t exist in the system (Requires Bloomberg)