Standard Solution 1.40 - Release notes
Released: November 29th, 2022
Standard solution 1.40 provides you with a new optional package with yield curves used to valuate FX Forwards and Dividend transaction type linked to security type Collective Investment Vehicles.
New package for yield curves that uses Central bank interest rates
FX Forward positions are valued based on yield curves in FA. Previously, we only had a package that uses Interbank rates (for example Euribor and LIBOR) to construct the yield curves.
As there is a shift in the market now to use Central bank interest rates instead of Interbank rates, version 1.40 provides a new optional package for yield curves that uses Central bank interest rates via OISs (Overnight Index Swaps).
The yield curves and interest rate securities (central bank rates) package contains yield curves pre-configured for 5 currencies.
Learn more: Handle valuation of FX forwards in FA User Guide.
Dividend transaction type for Collective Investment Vehicles
Some mutual funds pay out dividends, and to be able to record such a transaction and to do related reporting, transaction type Dividend (DIV) should be used.
Version 1.40 provides the linkage so that Dividend transactions can be recorded to the Collective Investment Vehicles security type.