The key features are:
- Write trades to CSV
- Parse more kinds of trade from CSV
- Add collateralized cash price settlement for swaptions
- Add TWD-TAIBOR, THB-THBFIX and EUR-ESTER, fix HKD-HIBOR, AUD-BBSW and COP FX
- Fix bond detachment date logic for accrued year fraction
- More lenient schedule generation
- Support working on weekends to handle “Golden Week” in China
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.