Common
- [New] In PV/Greeks (and Historical PV/Greeks) portfolio views, it is now possible to compute a user defined measure
IR
- [New] Schedules now support double stub (defined thanks to a first regular roll date)
- [New] Added a view to calibrate spread option smile
- [New] In CMS Spread Cap & Floor blotter, added Frequency field (always used 3M in previous versions)
- [New] In spread options blotters, added unadjusted forward (excluding convexity) column
- [Bug] Bond premium was wrong in the rare cases where it can’t be known at inception (non-fixed bond with forward settlement)
- [Bug] In SDR, swaptions were wrong due to provider format change
- [Bug] In ‘bulk add bonds’ view, fixed parsing of ICE bonds that had double stub
CC
- [New] Added support of OKx feeds
EQ
- [New] Equity spot, when not contributed, defaults to exchange close
API
- [Bug] ExoticBond.GetSubBonds was wrong when underlying callable deal had an exercise date not being a schedule roll date.