This release contains over 115 fixed issues.
The key features are:
- Add
BillSecurity
for Bills - Add
OvernightFutureSecurity
, such as for Fed Fund Futures - FX with split payment dates
- Enhanced support for positions
- Add
USD-SOFR
,ZAR-SABOR
,CNY-REPO-1W
, useCHF-SARON
instead ofCHF-TOIS
- Prepare for Java 9 and later
This is a major release with a number of incompatibilities. See the release notes for more information and details of compatibility issues.
Feel free to give us feedback or ask a question in the forums.