2023 Legacy Release Notes

Fixed

92373

Post Unification User lost ability to run payments report

Might be related to: Access Permissions not working in security groups (I-2043201)

Fixed

82525

Deal clean market value ex. Margin is incorrect for SOFR swaps

For IR Swaps that have 0% margin, the Clean Market Value Ex. Margin was not agreeing the Clean Market Value. This has now been fixed.

Fixed

92212

Problems with Libor Transition (Fallback margin is not needed on the original CCIRS)

When a trifurcation relationship is transitioned, then the original CCIRS (which is always added as a component but not visible in the hedge components tab) is incorrectly adjusted. The Fallback Margin has been removed from this component.

Updated

94372

Add "Trusted Date Source" field to IPAYMENT

Introduced a new optional field - Trusted Date Source as available field under Dates for Ipayment so that system can appropriately determine whether to respect the provided value date as a business day or calculate the next business day when needed.

Fixed

102783

Import Fail Batch 4546199

Enhanced IPAYMENT payment import plugin performance that would address occasional and ad-hoc errors observed such as "Error loading payment templates" caused by process slowdown

Updated

92362

Enable Encryption for FTP Communication

Introducing encryption for File Transfer Protocol of EXPAIN Payment Export plugin. This ensures that file that is sent out to bank through EXPAIN payment export plugin is secured.

Updated

94427

EXPAIN FTP Save As

Introducing "Save As" option for File Transfer Protocol of EXPAIN Payment Export plugin. This ensures that file that is sent out to bank can be saved as per Bank's naming convention.

Fixed

94220

EXPAIN - ACH HK Domestic Payments throw an error when Offset Route Code is S

Resolved an issue where errors were encountered during payment extracts of HK ACH payments through EXPAIN plugin. The bug has been fixed.

Fixed

94495

Daily Approval Limit in Access Group Fund Transfer module - Payment Approval

Resolved the issue where operators with defined transaction or/and daily approval limits (Access Group > Fund Transfer> Limit) couldn't approve FX transactions.

Fixed

89052

Email alert not working for AML/OFAC payment module

Resolved an issue where clients couldn't receive email notifications for OFAC matches or blocks. The fix ensures that system option ENOTIFICATION_OPT now seamlessly works with value "Y."

Fixed

94373

Payment has been settled in the payments module BUT the FI settlements screen has not been updated to SETTLED

Resolved a sync issue between Payment and Settlement modules. Previously, settlement screen statuses weren't consistently updating for payments requiring approval, but this is now resolved

Fixed

94705

Remove validation logic from Pain001 to enable Mexican payments

Removed validation logic from PAIN export plugin that used to check length of account numbers for Mexican payments during payment extract process

Fixed

98527

Show Only Items User Can Approve Button Not Working

Resolved an issue for users on transaction status workflow who couldn't view transactions when filtering by "Show only items User Can Approve" checkbox

Updated

93575

Add History Stamp to Fund Transfer View API

Introducing an optional field, IncludeHistory, in Fund Transfer/ View API. When included in the request parameter, the API response will now provide details from the transaction's history stamps

Updated

94212

Fund Transfer View API to return transaction irrespective of Template/ Model Status

Enhancements were made to Fund Transfer /View API to allow view access to transactions irrespective of template/model status

Fixed

85779

P&I L/D is not applying Payment Offset to Initial Drawdown

When capturing a P&I Loan/Deposit with a Payment Offset, the offset was being applied to all the cash flows except the initial drawdown/investment. This has now been corrected.

Fixed

92276

Capitalisation events computation is incorrect when Margin in custom schedule is edited

For a Loan/Deposit with Capitalized Interest, the capitalization is incorrect where there is a margin change in the Custom Schedule. This has now been corrected.

Fixed

92694

Capitalisation on intercompany loans is not calculating properly - Additional

For Intercompany Loans that waver between being a Loan or a Deposit due to over paying or over drawing, the interest capitalization was not being correctly added to the principal. This has now been corrected.

Fixed

92384

Unsubmit Deal is leading to missing Settlement

Improved user experience on the Net Settlement Screen by addressing an issue related to unsubmitting deals. Previously, unsubmitting deals on the Net Settlement Screen would void transactions in the Payment module without updating the related settlement deal status to New. The issue is fixed now.

Updated

86203

DWH Job Add a new parameter that will allow the user to enter range of offsets

Please see the Help Centre article entitled [Changes to Run Warehouse Extract Scheduled Job.docx].

Updated

92372

Add Live To Date fields to Deal Report Export Definition

Please see the Help Centre article entitled [Live to Date fields on the Deal Report.docx].

Updated

93005

MTM Report should have Auto Retry deselected by default

The Auto Retry checkbox on the MTM Report will be set to Unselected by default when running the MTM Report.

Updated

93384

Add [Other Reference] field in Settlement report

The [Other Ref] field from the Deal Capture screen on the deal will now appear in the Breakdown section (multiple deals for a single settlement).

Fixed

92834

XLS reports keep spinning and not able to open it

Resolved an issue where xls reports failed to open during code upgrade due to 3rd-party code compatibility. The fix includes revising third-party codes for seamless compatibility with new code version.

Updated

93430

Reconciliation Enhancement

The intent of this change is to allow reconcilement of balance records from the FI module that are populating with an As Of Modifier as current day instead of previous day. Added ability to configure which As Of Modifiers will be shown on the reconciliation screen. There are two new system options: RECO_ASOFMOD_FILTER_EST (estimated balances) and RECO_ASOFMOD_FILTER_ACT (actual balances). Values are the As Of Modifiers to use separated by commas. For example, to use the As Of Modifiers before this fix (previous day only) specify 1,2. If these options are left blank (default) all As Of Modifiers will be shown.

Updated

87300, 92660

Allow Scheduled Job Page to return to Marketplace Page

When creating a scheduled job from the Marketplace, allow the user to return to the Marketplace after the scheduled job information has been set.

Updated

I-2058408, 93519, 93585

Transaction Approval Limit for Payments via Access Group

Use transaction amount in a base currency when comparing to approval limit set for Access Group or User Profile. The following system options are used for this: FTLIMITS_ACTIVE, FTLIMITS_BASE_CURRENCY, FTLIMITS_RATE_SCENARIO, FTLIMITS_RATE_SOURCE.

Fixed

94141

IPAYMENT Job Completing with Errors instead of Completed

Payment import job now completes with the proper status when the plugin option SYSTEMBANK_VALIDATION = W indicates that an incoming bank route code should be accepted even if it is not in the system banks module.

Updated

92362

Enable Encryption for FTP Communications

This was available for older jobs, now available for all jobs.

Fixed

I-1317057, 93557

IPAYMENT Error for Larger files

Payment import now handles larger files (10,000+ transactions) without incident.

Fixed

78830

Accrual is incorrect when an instrument has a payment day offset and the report date is on or after the accrual end date and before the payment date

Instruments with a Payment Offset where the Interest Payment was after the Valuation Date but the calculation period was before the Valuation Date were not generating a correct Clean Market Value due to incorrect Accrued Interest Calculation. This has now been fixed.

Fixed

89912

JPMC PD API Duplicates

Company Web option was added JPMC_EXCLUDE_TIMEZONE

Updated

89237

[WISA] Movement of values for added usercode types

FX Rate fields will not be included on the WISA Screen or in the calculations.

Updated

91409

Please add NZD/CNH and NZD/CNY to Ripple Treasury

Added NZDCNH and NZDCNY FX spot tickers.

Updated

91482

Rates coming in, incorrectly in to the market data - NOK/BHD, NOK/BND, NOK/OMR and NOK/MAD

Changed some NOK spot rate tickers to formulas to fixed scaling issue with IMD values.

Updated

91483

JPY volatilities not coming through

Added new FX vol surfaces for JPY vs other currencies.

Updated

91484

Rates are Missing for NOK

Updated

Updated

92597

Add Money market category and tickers for Qatar

Added new money market tickers for Qatar.

Updated

92623

Add THE Natural Gas as a new commodity with tickers

Added new commodity THE Natural Gas with market data.

Fixed

87434

FT Approval Daily Limits not working on Transaction List screen

A bug had allowed users to approve payments beyond their per transaction and daily approval limit through Transaction List screen. This issue has been resolved in the latest release.

Fixed

89442

Cash settled Forwards - no fixing date when created via import engine

Cash Settled FX Forwards that were Imported using an Import Definition were not generating a Fixing Date. This has now been fixed.

Fixed

89155

Error When Confirming Multiple Deals in FI Module

Unhandled errors occurred when Confirming deals in the Deal Confirmation Queue. This has now been fixed.

Fixed

89166

Deal (Mutual lends to OICH) Error

Intercompany Loans where Mirror Settlements were not enabled and the Settled Events were asymmetric were generating an unhandled error when being renegotiated. The correct error/warning message has now been implemented.

Fixed

89230

Prepaid Lease/Loan (Already Matured) Bringing through Future cashflows

Loan/Deposits with Custom Schedules that had full prepayments were still showing Events after the Prepayment Date. This has now been fixed.

Fixed

92259

USD trade from LIBOR to SOFR

IR Swaps that were imported using an Import Definition were missing Rateset Frequency on the Deal Capture and resulted in errors during LIBOR Transition. This has now been fixed.

Updated

78834

Allow customisable rounding precision for overnight index deals

Please see the Help Centre article entitled "Customisable Rounding on Compounding OIS Deals.docx.pdf".

Updated

85852

FX Import Definition for FX Internal deals DOES NOT have the ability to mirror deals / specify the mirror deal portfolio

Enhancement that would allow users to set Product and Import / Export mirrored deals for FX Internal Deals.

Updated

89304

Add Live To Date fields to Deal Report

Please see the Help Centre article entitled "Live to Date fields on the Deal Report.docx".

Fixed

89231

Current Balance on MTM report - Dec 31

FRNs and ABS with Custom Schedules were not displaying the correct Principal Balance on the MTM Report, MTM Sensitivity Report and Basis Point Sensitivity Report. This has now been resolved.

Fixed

89231

Current Balance on MTM report - Dec 31

FRNs and ABS with Custom Schedules were not displaying the correct Principal Balance on the MTM Report, MTM Sensitivity Report and Basis Point Sensitivity Report. This has now been resolved.

Fixed

I-2043602, 92915

ONFHLB ticker not importing correctly

Deleted duplicate FHLB ticker from market data ticker list.

Fixed

92920

Deal Report Hotfix - Revert changes from 1824602

Deal Report - Residual and Current Settlement Values do not populate on screen.

Updated

I-2038203, 92583

Balance data source reference

Standard Estimated Transactions and Balance Data source parses the Deal ID to Reference Value 2. For performance reasons, the transformation has been embedded as a computed column on the base table [TRN_BEST_REFERENCE] and persisted as [REFERENCE_NUMBER]. Select first 9 characters and that translates to a number, then the integer part of that number is published.

Updated

I-1980403, 92579

Data source modification

In the Data Source [Actual Balance Reference], publish another field [Reference Number] which contains the numeric equivalent of the first 5 numeric characters from the [Reference Value] field. The first numeric character must not be 0. Must be at least 5 digits.

Fixed

87786

Deal Report - Residual and Current Settlement Values do not populate on screen (I-1824602)

Fixed Deal Report to properly populate Residual and Current Settlement Values on screen display.

Fixed

57977

Mark to Market Sensitivity Report - Bottom Scroll bar disappear when has full result returned to the page

Fixed bottom scroll bar display issue in Mark to Market Sensitivity Report when full results are returned.

Updated

74172

GL Journal Entry Import can be set to auto-approve entries

Plugin IMGLJRNL has new option for straight-through processing (GL_AUTO_APPROVAL). This defaults to N (approval required).

Fixed

84299

GL Processing is missing the final LIBOR Coupon of Transitioned deals because Report Date selects the SOFR version for Cash Flow Journals

For deals that were Transitioned from LIBOR to an RFR Rate such as SONIA and SOFR, the final LIBOR coupon was not being generated in GL Processing. This change has included the historic LIBOR coupons in the Transitioned version of the deal.

Fixed

84300

Allocation Schedule section missing in EOP report after Transition

Some Hedge Relationship EOP Reports were missing the Allocation Schedule after the relationship was transitioned from LIBOR to an RFR Rate. This occurred particularly for Loan/Deposit deals with an amortizing Custom Schedule. This has now been fixed.

Fixed

84361

Accrued Interest is missing in Accruals Report By Period Breakdown where Include GL Posted Amount = YES

The Accruals By Period Report in the Run Data Warehouse Task was not creating accruals for certain deals when the Include GL Posted Amount parameter was set to YES. This bug has now been fixed.

Fixed

84466

Error when adding GL Code to Business Units

Bug was raised where user cannot save changes on a specific business unit due to duplicate account alias. Once fix is released, user will have to unconfirm the bank account to update the ones with duplicate alias.

Updated

84253

Using OIS Currency Basis Swap rates for FX Curves

Where a currency has transitioned to OIS and the FX Forwards use the IR Curve for a Currency Pair then MARKET DATA > Curves will use Currency Basis Swap Rates

Updated

85708

Apply Fallback Margin to TERM SOFR Deal Transitions

Fallback Margins are the suggested change in Margin when Transitioning from USD LIBOR to O/N SOFR and represent the credit spread between the two indexes. The same credit spread applies for Transitions from USD LIBOR to TermSOFR and these have now been applied.

Updated

87559

Add new SOFR currency basis tickers for CNH, CNY, NOK, SEK, CAD

New currency basis tickers vs USD SOFR have been added for CNH, CNY, NOK, SEK and CAD.

Updated

87560

Foreign Currencies in Ripple Treasury Add XAF as a new currency

Added new currency XAF.

Updated

87561

CAD and HKD swap OIS data

HKD OIS tickers have been updated and the OIS curve extended. CAD OIS tickers have been added extending the OIS curve.

Updated

87566

Currency pair missing - NOK/NAD

New currency pair NOK/NAD added.

Updated

89092

CORRA Rateset Offset Zero Day Error

CORRA spot day offset corrected to zero.

Fixed

79695

Daily Ratesets are not being generated when transitioning a L/D with Custom Schedule to Simple SONIA or SOFR

With Loan/Deposits with a Custom Schedule and Floating LIBOR basis, the initial Transition to Simple Interest RFR Rates such as SONIA or SOFR did not produce the required Daily Ratesets. This has now been corrected.

Fixed

84301

SOFR Simple FRN purchased after Issue Date requires a previous rateset to calculate accrued interest purchased but includes that on the Rateset Tab making coupon incorrect

FRNs which use Simple interest method were applying the Previous Rateset field to the first Rateset date in the Ratesets Tab. This has now been fixed.

Fixed

85707

Percentage Allocation does not hold with LIBOR Transition

Hedge Relationships with an Allocation of less than 100% were not maintaining their Allocation percentage after transitioning from LIBOR to an RFR Rate. This has now been fixed.

Fixed

85993

Synthetic exposure and hypo missing in components after transition

For Cash Flow IR Swap Hedge Relationships where the Exposure includes a CCIRS, the Relationship after Transition was missing the Synthetic Exposure and Synthetic Hypothetical components. This has now been fixed.

Fixed

86010

[Rate sets] [historical rates] removed from deal which were settled and confirmed

Users, when changing the GL Category (a change that would not affect Events), were receiving messages telling them that Ratesets would be discarded if they proceeded. This included Confirmed Ratesets for Events that had been settled. This has now been fixed.

Fixed

86783

[Libor Transition] CCIRS Not showing up in Libor Transition tool if receive leg currency is the value currency

The LIBOR Transition Tool was not fetching CCIRS deals where the Receive Leg Currency was the same as the Value Currency. This bug has now been fixed.

Updated

75385

Add Addenda Template to payment import plugin IPAYMENT

Addenda Template in IPAYMENT is the same structure as it is in IFTRNXML, both for XML and CSV formats.

Updated

87347

Payment API populates Company Information for ACH Payments

payments/create API call now populates ACH Company information from bank account

Updated

69040

Add a Deal Fee to a P&I Loan/Deposit

From 2023 R1, users will be able to add a Deal Fee transaction to a new or existing P&I Loan/Deposit. When adding a Loan/Deposit they can now choose a P&I Loan/Deposit as the Linked Deal.

Updated

74788

Add Amortisation Day Basis to Deal Fees Products and Confirmations

In 2023 R1, Ripple Treasury introduced the ability to set a Day Basis on Deal Fees with Straight Line Amortization. This Amortization Day Basis can now be set in Deal Fee Products and will be displayed on Deal Fee Confirmations.

Updated

84025

Implement correct capitalisation in CA and ICL for O/N and OIS deals

Cash Accounts and Intercompany Loans which use a Daily Rateset Frequency and Simple interest calculation were not generating correct Events when Capitalized. This has now been fixed.

Updated

84136

Add Payment Offset to Loan Deposit Rollover

The Payment Offset for a Loan/Deposit is now displayed on the Rollover screen.

Fixed

82960

[FRN Closeout] Unable to submit a closeout

Close-Outs where the Close-Out Date was before a Roll Date and the Settlement Date was after that Roll Date were creating an unhandled error. This has now been fixed.

Fixed

84536

[Libor Transition] Fallback margin for HR components should come from deal if there is an actual transitioned deal

The Fallback Margin is applied to Hedge Relationships. However, if the user has specified a margin in the Deal Transition, this margin should also be used in the Hedge Relationship Transition. This change has now been applied.

Fixed

86170

Capitalisation on intercompany loans is not calculating correctly

Capitalising LIBOR Intercompany Loans were generating incorrect principal balances and therefore incorrect interest. This has now been fixed.

Fixed

86556

LT Report is showing incorrect LT Balance

The Reclass Payment Projection introduced in 2023 R4 was generating incorrect LT Balances. This has now been fixed.

Updated

83528

Include Event Diary Start Date in DWH Scheduled Job

In CONNECTIVITY > Scheduled Jobs where the Task is Run Warehouse Extract, two new Parameters will appear when the Data Source is Event Diary. These Parameters are Event Diary Start Date and Event Diary Term.

Updated

86768

Renegenerate Instrument Details; Add 3 new columns to the report source

Please see the Help Centre Article entitled Instrument Details Data Source for Izenda Reporting.docx.

Updated

87041

Add new column in Instrument Details; [OriginalEndDate] and [OriginalUnadjustedEndDate]

Please see the Help Centre Article entitled Instrument Details Data Source for Izenda Reporting.docx.

Fixed

79695

Daily Ratesets are not being generated when transitioning a L/D with Custom Schedule to Simple SONIA or SOFR

Fixed issue where Loan/Deposits with Custom Schedule transitioning from LIBOR to Simple Interest RFR Rates did not produce required Daily Ratesets initially.

Fixed

84299

GL Processing is missing the final LIBOR Coupon of Transitioned deals because Report Date selects the SOFR version for Cash Flow Journals

Fixed missing final LIBOR coupon in GL Processing for deals transitioned from LIBOR to RFR by including historic LIBOR coupons in transitioned deal version.

Fixed

84300

Hedge Relationship: Allocation Schedule section missing in EOP report after Transition

Fixed missing Allocation Schedule in Hedge Relationship EOP Reports after relationship was transitioned from LIBOR to RFR, particularly for Loan/Deposit deals with amortizing Custom Schedule.

Fixed

84301

SOFR Simple FRN purchased after Issue Date

Fixed SOFR Simple FRN purchased after Issue Date to correctly calculate accrued interest and first coupon amount by properly handling Previous Rateset field.

Fixed

84466

Error when adding GL Code to Business Units (I-1979203)

Fixed error when user cannot save changes on business unit due to duplicate account alias.

Fixed

84536

Libor Transition: Fallback margin for HR components should come from deal if there is an actual transitioned deal

Fixed Hedge Relationship Transition to use margin specified in Deal Transition rather than default Fallback Margin.

Fixed

85707

Percentage Allocation does not hold with LIBOR Transition (I-1978702)

Fixed Hedge Relationships with less than 100% Allocation to maintain their Allocation percentage after transitioning from LIBOR to RFR.

Fixed

85708

Apply Fallback Margin to TERM SOFR Deal Transitions

Applied Fallback Margins (credit spread between indexes) to Transitions from USD LIBOR to TermSOFR.

Fixed

85993

Libor Transition - Synthetic exposure and hypo missing in components after transition

Fixed missing Synthetic Exposure and Synthetic Hypothetical components for Cash Flow IR Swap Hedge Relationships including CCIRS after Transition.

Fixed

86783

Libor Transition - CCIRS Not showing up in Libor Transition tool if receive leg currency is the value currency

Fixed LIBOR Transition Tool to fetch CCIRS deals where Receive Leg Currency was same as Value Currency.

Updated

87041

Add new column in Instrument Details

Add new column in Instrument Details - "OriginalEndDate" and "OriginalUnadjustedEndDate". Please see the Help Centre Article entitled Instrument Details Data Source for Izenda Reporting.

Fixed

I-1980201, 84361

Accrued Interest is missing in Accruals Report By Period Breakdown

Accrued Interest is missing in Accruals Report By Period Breakdown where Include GL Posted Amount = YES (I-1980201). The Accruals By Period Report in the Run Data Warehouse Task was not creating accruals for certain deals when the Include GL Posted Amount parameter was set to YES. These accruals were being generated when the Parameter was set to NO. This bug has now been fixed.

Updated

86768

Regenerate Instrument Details : Add 3 new columns to the report source

Regenerate Instrument Details : Add 3 new columns to the report source. Please see the Help Centre Article entitled Instrument Details Data Source for Izenda Reporting.

Fixed

86556

LT Report is showing incorrect LT Balance

The Reclass Payment Projection introduced in 2023 R4 was generating incorrect LT Balances. This has now been fixed.

Fixed

83580

Cashflow Import Definition DOES NOT have the ability to mirror deals / specify the mirror deal portfolio (I-1948204)

Enhanced FX Import Definition to allow users to set Product and Import / Export mirrored deals for FX Internal Deals.

Fixed

82687

Version Button not available on Transitioned Loan/Deposit Deals

Fixed bug where Loan/Deposit deals that were Transitioned to a Risk Free Rate could not be Versioned and the Version button did not appear.

Fixed

82889

Auto Exposure still uses LIBOR after Transition

Fixed issue where LIBOR Transition Tool (Hedge Relationships) was not Transitioning the Auto Exposures and Hedge Component Hypothetical to the Risk Free Rate chosen when the Hedge Deal was Transitioned.

Fixed

83068

Transition Margins are not appearing on Custom Schedule or Events

Fixed issue where new margin from LIBOR Transition Tool was not being applied to Custom Schedule or Events for Loan/Deposit, IR Swap and CCIRS deals.

Fixed

83229

Event Diary Report with Auto roll and Include Forecast Events On (I-1968649)

Fixed errors when running Event Diary where deals had Auto Rolls and Include Forecast Events had been selected.

Fixed

72450

On trying to save an intercompany loan the Holiday centres keep changing (I-1888601)

Fixed issue with intercompany loan holiday centers changing unexpectedly when trying to save.

Updated

65777

Add Lockout as a Rateset Offset option

Added Lockout as a new Rateset Offset option for overnight interest rate instruments.

Updated

80635

Intercompany Loan Issues

Refactored code for Cash Accounts and Intercompany Loans using Overnight Index and Simple Interest to address duplication of events, incorrect balances and variations between original and mirror deals.

Updated

82580

Add Payment Offset on the Loan/Deposit Deal

Added Payment Offset field for Loan/Deposit Deals to adjust payment date and compensate for later publication of SONIA and SOFR rates.

Updated

82684

Include Coupon on Close-Outs occurring on Coupon Dates for FRNs

For FRNs where Close-Out Settlement occurs on Coupon Accrual Date, Events will show Floating Interest Payment/Receipt Event instead of incorrectly classed Accrued Interest Purchased/Sold Event.

Fixed

80587

IRS with Netted Cash Flows and payment lag do not display in GL Properly (I-1953005)

Fixed issue where users with Net Swap Settlements enabled and Payment Day Offsets were not seeing Net Swap Payment/Receipt Cash Journals in GL Processing.

Fixed

83875

HedgeProcessing: Unable to process FX hedge relationship with pre-delivery(I-1972982)

Fixed error when creating new FX Hedge Relationship with Adjust for Pre-deliveries & Extensions checked or running Hedge Processing.

Fixed

83956

Hedge Processing: Error when processing a FX hedge relationship with multiple Pre-deliveries

Fixed error when running End Of Period Report for FX Hedge Relationship where Adjust for Pre-deliveries & Extensions has been ticked.

Fixed

83957

Hedge Relationship: Components generated with wrong Deal date if HR has [Apply Pre-delivery] ON

Fixed incorrect Deal Date generation for Components when FX Hedge Relationship has Adjust for Pre-deliveries & Extensions ticked.

Updated

82947

Optimise Accruals Report By Period Report in Data Warehouse

Added Include GL Posted Amount parameter to speed up Run Warehouse Extract Task processing time by bypassing GL Posted Amount step when not required.

Fixed

75450

Incorrect credit exposure calculation in Limits Dashboard (I-1913201)

Fixed incorrect credit exposure calculation in Limits Dashboard.

Updated

Risk > Analyses > CFaR (Cashflow-at-Risk) now includes the Total Cashflow-at-Risk chart

Added Total Cashflow-at-Risk chart to CFaR analysis in modern browsers.

Fixed

83958

MTM report for HR: Not all components for this HR are appearing in MTM report

Fixed issue where MTM Report for FX Hedge Relationships with Adjust for Pre-deliveries & Extensions was not including all components.

Updated

82641

Instrument Details DWH Table for Izenda Reporting

Added Instrument Details Data Warehouse Table for Izenda custom reporting with comprehensive deal information.

Updated

83202

LT/ST Izenda Reporting Datasource

Added Long Term/Short Term Izenda Reporting Datasource for Reclass Payment Projection reporting.

Updated

53786

Add OIS curves to Market Data > Curves

Added OIS curves to Market Data > Curves showing OIS Curve (equivalent to Swap Curve) and Zero Curve information.

Updated

83666

Change AUD to Normal vols in data references

Switched AUD cap/floor volatilities from Lognormal to Normal to improve valuation accuracy.

Updated

83667

Add BB Industrial CDS tickers

Added BB Industrial CDS tickers to historical market data.

Updated

83668

Change ticker formula for NZD12MBKBM

Updated ticker formula for NZD12MBKBM.

Updated

85809

Enable market data for the requested ccy pairs (I-1944702)

Added FX tickers where MYR is the base currency.

Updated

83747

Expedite Custom Schedule Import for P&I Loan

Enhanced Custom Schedule Import for P&I Loan performance and functionality.

Updated

80220

Worksheets; Repair for Comments on Worksheets

Enhanced worksheets functionality to properly handle and display comments on worksheets.

Updated

78369

User Group Cloning [M4]

User groups may be cloned with all of their users and access permissions and data permissions. The only thing not cloned are Bank Account Trees data permissions.

Updated

80158

[Moody's ALM Integration] Exclude 100% Movement/Principal

Enhanced Moody's ALM integration to exclude 100% movement/principal calculations as needed.

Fixed

83342

HA trade issue (I-1968561)

Fixed hedge accounting trade processing issue to ensure proper trade handling.

Fixed

80102

Update code so systemhidden user does not show up on permissions report [M4]

Fixed permissions report to exclude system hidden users from appearing in the report.

Fixed

79532

Unable to process and unwind owing to Business Unit difference error (I1943404)

Fixed business unit validation error that was preventing deal processing and unwinding.

Fixed

80887

MMF -Unable to fully redeem (I-1930313)

Fixed money market fund redemption functionality to allow full redemptions.

Fixed

82639

Cannot have credit limits in billions (I-1902306)

Enhanced credit limit functionality to support values in billions.

Fixed

79655

Import Cashflow parameter issue

Fixed cashflow import parameter handling to ensure proper processing.

Fixed

82692

Payment Calendar type - Incorrect Settle Date

Fixed payment calendar calculation to ensure correct settlement date determination.

Fixed

82684

Include Coupon on Close-Outs occurring on Coupon Dates for FRNs

For FRNs where a Close-Out Settlement is occurring on a Coupon Accrual Date, the Events will show a Floating Interest Payment/Receipt Event on the Coupon Date/Close-Out Settlement Date. Previously this Event was incorrectly classed as a Accrued Interest Purchased/Sold Event.

Fixed

82889

Auto Exposure still uses LIBOR after Transition

For Hedge Relationships where the Create Auto Exposure is ticked, the LIBOR Transition Tool (Hedge Relationships) was not Transitioning the Auto Exposures and Hedge Component Hypothetical to the Risk Free Rate chosen when the Hedge Deal was Transitioned. This has now been fixed.

Fixed

83068

Transition Margins are not appearing on Custom Schedule or Events

For Loan/Deposit, IR Swap and CCIRS deals that contained a Custom Schedule and were Transitioned with a different margin, the new margin was not being applied to the Custom Schedule or Events.

Fixed

83875

HedgeProcessing: Unable to process FX hedge relationship with pre-delivery

Users creating a new FX Hedge Relationship with Adjust for Pre-deliveries & Extensions checked or running Hedge Processing for a relationship with Adjust for Pre-deliveries & Extensions checked were experiencing an error. This has now been fixed.

Fixed

63957

Hedge Relationship: Components generated with wrong Deal date if HR has "Apply Pre-delivery" ON

For an FX Hedge Relationship where Adjust for Pre-deliveries & Extensions has been ticked, the Components were generating with an incorrect Deal Date. This has been fixed.

Fixed

83956

Hedge Processing: Error when processing a FX hedge relationship with multiple Pre-deliveries

Users could experience an error when running an End Of Period Report for an FX Hedge Relationship where Adjust for Pre-deliveries & Extensions has been ticked. This error has been fixed.

Updated

82947

Optimise Accruals Report By Period Report in Data Warehouse

A new option has been added to the Parameters where Accruals Report By Period has been chosen as an Extract Data Source. The Include GL Posted Amount will be set to Yes by default and existing Jobs will be migrated with the setting as Yes.

Fixed

83958

MTM report for HR: Not all components for this HR are appearing in MTM report

For FX Hedge Relationships where Adjust for Pre-deliveries & Extensions is checked, the MTM Report for the Hedge Relationship was not including all components. This has now been fixed.

Fixed

78495

Guarantee Renegotiation Capture enables unexpected fields

Fixed bug introduced in 2023 R1 where Renegotiating a Guarantee enabled fields which cannot be changed for Guarantee deals.

Fixed

78590

Reclass Performance Issue

Fixed timeout error in TEST environment when processing large numbers of Reclass Journals, improving GL Processing performance.

Fixed

79696

Holiday Centre changes are not being applied to Transitioned IR Swap Deals

Fixed bug where Holiday Centre changes on IR Swap deals being Transitioned in LIBOR Transition screen were not being applied.

Updated

44881

Support Partial as an option in the custom schedule for Loan Deposit and IR Swap with OIS index support

Added Partial Interest option for Loan/Deposits and IR Swaps using Overnight Index Rate, where interest is calculated and paid only on Principal being repaid.

Updated

74223

Intercompany loans have no ability to ignore negative interest rates and put them to zero (I-1888602)

Added Rateset Floors functionality for Intercompany Loans to handle negative interest rates.

Fixed

75001

SOFR compounded forward rate generation from the forward curve is not using Act/360 day basis

Fixed forward date coupons for Overnight Rates with Compounding Interest Method to calculate using Day Basis default for currency instead of 365 day basis.

Fixed

79324

LIBOR Transition with Synthetic Index and Custom Schedule does not allow for first rateset (I-1945202)

Fixed missing first Rateset for TermSOFR after USD LIBOR deals were Transitioned to TermSOFR.

Updated

24829

Support SOFR in hedge designation

Added SOFR support under Risk dropdown for Fair Value Relationship Types under ASC 815 ASU Accounting Standard.

Updated

60217

Support Rate Offsets in Cash Account and ICL (I-1801904)

Added functionality for Cash Accounts and Intercompany Loans using Overnight Index Rate with Compounding Interest Method and Lookback/Preceding Rateset Offset types.

Updated

68779

Remove LIBOR Reliance for CCIRS

Removed requirement for LIBOR tenor in Data References to value CCIRS using Overnight Index Swap curve.

Updated

68780

Remove LIBOR Reliance for FX deal valuations

Removed requirement for LIBOR tenor in Data References to value FX Deals using Overnight Index Swap curve.

Updated

75438

Correct calculation of CVA for CCIRS with CE method

Fixed Credit Curve to shock Currency Basis Curve instead of original curve for CCIRS CVA calculations.

Updated

78443

Update FHLB overnight ticker to set basis to ONFHLB rather than FHLB

Linked FHLB overnight ticker to ONFHLB basis for automatic rateset flow when market data is available.

Updated

78771

Update overnight FRN to support both Simple & Compounding interest methods with Rate Offsets

Added Simple Interest Method support for FRNs with Overnight Index Rates, with new Interest Method field and Rateset Offset support for both methods.

Updated

79165

Bitcoin and Ethereum (I-1866204)

Added Bitcoin and Ethereum as new currencies in Ripple Treasury with market spot rates from IMD service.

Updated

79166

130% Fed Fund Index Add to Floating Rate Tickers [AFTRSA30 Index] (I-1814601)

Added new overnight basis equal to 130% of current Fed Funds rate.

Updated

79171

Change NZD RBNZ to overnight index so that index can compound correctly (I-1865606)

Added RBNZON overnight index for NZD with full overnight functionality including different payment frequency and rate set lags.

Updated

79498

Value instruments with a TermSOFR reference rate

Enhanced TermSOFR floating rate instrument valuation using OIS Curve for consistency with Compounding O/N SOFR deals.

Updated

74810

IAS 39 and ASC need to allow overnight hedges and exposures to be designated in hedge accounting

Extended overnight index rate hedge relationship support to IAS 39 and ASC 815 ASU accounting standards (previously only IFRS 9 supported).

Fixed

75689

Time Stamp Issue in Job Status (I-1863906)

Fixed time-zone display issues on Job Status screen.

Updated

70208

[FX] Net Investment Hedge based on CHF SARON (I-1772686)

Enhanced FX net investment hedge functionality to support CHF SARON-based hedging strategies.

Updated

74434

Libor Transition (Hedge Accounting): Success

Implemented successful LIBOR transition functionality for hedge accounting relationships.

Updated

74439

Libor Transition (Hedge Accounting): Unwind

Added capability to unwind hedge accounting relationships as part of LIBOR transition process.

Updated

74810

IAS 39 and ASC need to allow overnight hedges and exposures to be designated in hedge accounting

Enhanced hedge accounting to support overnight hedges and exposures under IAS 39 and ASC standards.

Updated

77881

Libor Transition (Hedge Relationship) Bulk Transition UI Changes

Improved user interface for bulk LIBOR transition of hedge relationships.

Updated

74833

Remove Disabling BofA Jobs on multiple Failures

Removed auto-disable functionality for Bank of America API jobs after multiple failures.

Updated

75438

Correct calculation of CVA for CCIRS with CE method

Corrected Credit Valuation Adjustment (CVA) calculation for Cross Currency Interest Rate Swaps using CE method.

Updated

78375

Performance tune fx rates calculation

Enhanced performance of FX rates calculation processes.

Updated

78173

Stability Issues for Large Import Jobs

Improved stability and performance for large payment import jobs.

Updated

74223

Intercompany loans have no ability to ignore negative interest rates and put them to zero (I-1888602)

Added rateset floor functionality for intercompany loans to handle negative interest rates.

Updated

78771

Update overnight FRN to support both Simple & Compounding interest methods with Rate Offsets

Enhanced overnight Floating Rate Notes to support both simple and compounding interest methods with rate offsets.

Updated

80051

Revaluation of IR Cap I-1941059 (I-1943991)

Fixed interest rate cap revaluation calculations.

Updated

76366

[Kyos] Fix Base and Settle Rate value in Event Diary

Fixed base and settlement rate values in Event Diary for Kyos integration.

Updated

78283

[Kyos] Brent Dated Futures Price Data Transfer

Implemented Brent Dated Futures price data transfer for Kyos integration.

Updated

78284

[Kyos] Brent Dated Implied Vols Transfer

Added Brent Dated implied volatilities data transfer capability.

Updated

78285

[Kyos] FX AUD/USD Forward Price Data Transfer

Implemented FX AUD/USD forward price data transfer for Kyos.

Updated

78286

[Kyos] FX NZD/USD Forward Price Data Transfer

Added FX NZD/USD forward price data transfer capability.

Updated

78592

[Kyos] Brent, FX AUD/USD & FX AUD/NZD Market Data Testing

Completed market data testing for Brent, FX AUD/USD & FX AUD/NZD in Kyos integration.

Updated

79250

Reset and Payment Frequency

Enhanced reset and payment frequency functionality.

Updated

79254

Moody's Date Settlement and Orig Date Mapping

Improved date settlement and original date mapping for Moody's integration.

Fixed

79766

Unable to create HR from deals which have renegotiations or transition

Fixed issue preventing hedge relationship creation from deals with renegotiations or transitions.

Fixed

79060

Fix Worksheets Grid for AutoRoll

Fixed worksheets grid functionality for auto-roll processing.

Fixed

78400

Fiscal Calendar Permission is missing options

Fixed missing permission options for fiscal calendar functionality.

Fixed

79690

Enable GWIX and GTSystem during unification migration process

Enabled GWIX and GTSystem components during user unification migration.

Fixed

80097

Permissions Report Fix FI Only Users With Null Status

Fixed permissions report to properly handle FI-only users with null status.

Fixed

75001

SOFR compounded forward rate generation from the forward curve is not using Act/360 day basis

Fixed SOFR compounded forward rate calculation to use proper Act/360 day basis.

Fixed

76438

[Libor Transition] Missing System calculated Implied Rate for Hypothetical Derivative component

Fixed missing implied rate calculation for hypothetical derivative components in LIBOR transition.

Fixed

79324

LIBOR Transition with Synthetic Index and Custom Schedule does not allow for first rateset (I-1945202)

Fixed LIBOR transition to allow first rateset with synthetic index and custom schedule.

Fixed

79586

LIBOR Transition to Sonia with Simple Interest Method missing first rateset

Fixed missing first rateset in LIBOR to SONIA transition with simple interest method.

Fixed

65917

Unwind Error (I-1830601)

Fixed unwind processing error for portfolio deals.

Fixed

76688

SSIs not flowing to Money Market Deals (I-1925501)

Fixed Standard Settlement Instructions flow to Money Market Deals.

Fixed

78495

Guarantee Renegotiation Capture enables unexpected fields

Fixed guarantee renegotiation to disable inappropriate fields that cannot be changed.

Fixed

74768

Incorrect principal for hypothetical derivative (I-1908931)

Fixed principal calculation for hypothetical derivatives.

Fixed

61345

Act/365 does not apply denominator correctly for leap days vs non leap days (I-1812501)

Fixed Act/365 day basis calculation to properly handle leap days vs non-leap days. Refer to Help Centre document "Changes to Act365 Day Basis".

Fixed

76426

GL Processing Status - New when should be exported - (I-1920037)

Fixed issue where journals previously exported were showing as New when running GL Processing instead of maintaining Exported status.

Fixed

69771

Rateset Offset Value is not being copied to the Hedge Relationship components

Fixed CCIRS with Overnight Index Rate and Rateset Offset to include Rateset Offset information in Hedge Relationship components.

Updated

69366

Reclassification P&I Loan Deposit Current/Non-Current Accounting for Principal (I-1870705)

Enhanced Reclass Journals for P&I Loan Deposits to support Current/Non-Current Principal classification.

Updated

69367

Accounting Reclassification Principal Current/NonCurrent Vanilla Bond (I-1870704)

Enhanced Reclass Journals for Vanilla Bonds to support Current/Non-Current Principal classification.

Updated

69442

Currency Basis Swap Rates in Hedge Accounting

Fixed currency basis impact calculation for hedge accounting when market data included currency basis swaps with overnight indexes.

Fixed

71778

Error with exporting cash journals (I-1892521)

Fixed GL Processing to show Net Swap Payment/Receipt entries that were previously Exported as Exported instead of incorrectly showing as New.

Fixed

75529

Fast Entry - Unable to Provide Negative Numbers in Trn Amount field

Fixed Fast Entry popup to allow negative numbers in Transaction Amount field and proper mouse navigation.

Fixed

75561

User numbers are being deleted while using non numeric keys in the Amount field

Fixed Transaction Amount field in Fast Entry Popup to prevent number deletion when using non-numeric keys.

Fixed

Remove Disabling BofA Jobs on multiple Failures

Removed auto-disable of Bank of America API jobs on repeated failed connections.

Updated

74137

Forecast Plan - Expose The Currency as Part of Account Name

Added currency display as part of account name in forecast plan dropdown and worksheet headers.

Updated

72174

Forecasting Enhancements - Forecast Plan - Currency Display - Adding Subtotals and Collapse Functionality

Added sub-totals by currency display and collapse functionality on forecast plan detail screen.

Fixed

74371

Overnight Ratesets are incorrect when unwinding version on the deal with Overnight Index Basis

Fixed Overnight Ratesets to properly reinstate holidays when unwinding Versioned deals with Overnight Index.

Updated

72268

Extend CHF OIS curve

Added new CHF OIS tickers to extend CHF OIS curve for valuation.

Updated

75395

FX rates monthly average report (I-1845504)

Added wide range of monthly average FX rate tickers to IMD.

Updated

75396

Add ESTR/SOFR currency basis swaps

Added ESTR/SOFR currency basis swap tickers to IMD.

Updated

75496

Fix XOF tickers to set USD as base currency, forwards and spot and ticker category

Corrected XOF currency rate ticker configuration in IMD.

Fixed

61172

Events isn't adhering to payment offset settings properly

Fixed ABS and FRN deals with Payment Offset and Custom Schedule to show correct Payment Dates in Events Tab.

Fixed

Payment Approval Email Notifications Sent to Operator Without Access to Model or Unapproved (I-1823103)

Fixed email notifications to not send payment approval emails to disabled operators or operators without model group rights.

Updated

Ability to Delete Documents on Payments

Added ability for users to delete documents attached to payment templates and payments.

Updated

51764

Need an extra field on their payments file (I-1579004)

Added blank field for MT103 file allowing users to input additional details.

Updated

Company ID Lookup to Account

Enhanced IPAYMENT Plugin to use ACH Company ID as account lookup, automatically populating account if Company ID exists on only one account.

Updated

40231

Support custom schedule for IR Cap, IR Floor & IR Collar with OIS index - phase 2

Added Custom Schedule support for IR Options (Caps, Floors, Collars) using Overnight Index Rate.

Updated

48441

IRCaps IR Floor & IR Collar with volatility for custom schedule

Enhanced IR Options (Caps, Floors, Collars) with Custom Schedule to value each row as individual Caplet, Floorlet or combination.

Updated

71252

User Unification - Performance Improvements

Enhanced performance of user unification processes.

Updated

71253

User Unification – Performance Improvements

Additional performance improvements for user unification functionality.

Updated

69053

CCG Connectors Display on GT Marketplace

Improved display of CCG connectors in Ripple Treasury Marketplace.

Updated

72268

Extend CHF OIS curve

Extended CHF OIS curve with additional tickers for enhanced valuation capabilities.

Updated

75395

FX rates monthly average report (I-1845504)

Added wide range of monthly average FX rate tickers to IMD for enhanced reporting.

Updated

75496

Fix XOF tickers to set USD as base currency, forwards and spot and ticker category

Corrected XOF currency rate ticker configuration in IMD.

Updated

70872

Adding Market Data - RBA Fixing at 10am (I-1610508)

Added ticker for 10am RBA AUDUSD fixing to IMD.

Updated

71439

They have Norwegian Bonds and FRNs yet there is no way to set up the Price Series. (I-1888002)

Added new ticker categories for bonds and FRNs under Norway in market data.

Updated

70873

IDR / PHP / VND rates not coming against the GBP (I-1886401)

Added GBPIDR, GBPPHP and GBPVND tickers to IMD.

Updated

66643

GBP 1m Term SONIA has incorrect TickerCode

Corrected ticker code for GBP 1M Term SONIA.

Updated

72304

Add Wells Fargo and US bank CDS rates

Added CDS rates for Wells Fargo and US bank to market data.

Updated

75396

Add ESTR/SOFR currency basis swaps

Added ESTR/SOFR currency basis swap tickers to IMD.

Updated

61817

Add categories for Bonds and FRNs under FJD interest rates

Added bond and FRN ticker categories for Fiji currency.

Updated

51764

Need an extra field on their payments file (I-1579004)

Added extra blank field for MT103 payment files to allow additional details input.

Updated

74288

Company ID Lookup to Account

Enhanced company ID lookup functionality for account processing.

Updated

72292

Negative Premium Payment

Enhanced portfolio functionality to handle negative premium payments.

Updated

74763

[Moody's ALM] Index field Implementation

Implemented index field functionality for Moody's ALM integration.

Updated

70472

Add Sing Jet as a new commodity in GT

Added Singapore Jet Fuel as new commodity including market data support.

Fixed

55636

GL mapping on deal not showing all applicable rules (I-1728304)

Fixed GL mapping to display all applicable mapping rules for deals.

Fixed

75529

Fast Entry - Unable to Provide Negative Numbers in Trn Amount field

Fixed fast entry functionality to allow negative numbers in Transaction Amount field and proper cursor movement.

Fixed

70211

System hanging up when adding FI Product or Import/Export Definition (I-1821203)

Fixed system hanging issue when adding FI products or import/export definitions.

Fixed

74317

Error popup on scheduled jobs page

Fixed error popup display on scheduled jobs page.

Fixed

59577

IR Swap not saving if SOFR is the variable rate selected (I 1728301)

Fixed IR swap saving when SOFR is selected as the variable rate.

Fixed

74771

[Kyos Option] European/Asian Exercise Date Fix

Fixed European/Asian exercise date handling for Kyos options.

Fixed

75362

[Kyos] Import Kyos Cashflows and MTM Completed with Errors - Invalid Trading Date

Fixed Kyos cashflow import errors related to invalid trading dates.

Updated

61097

Amend a P&I Loan/Deposit UI

Enabled users to amend many aspects of P&I Loan/Deposit including Principal, Rate, Margin, Calculation Type, Instalments, Residuals and Maturity Date on existing Roll Dates.

Fixed

61186

Deal Submission and Confirmation not adhering to System Application Settings (I-1813201)

Fixed bug where users without Confirm Permissions could still confirm deals through Confirmations Queue.

Updated

61349

Vanilla Bond Pricing, Settlement, and Amort details cloaked upon any closeout activity even partial (I-1766202)

Enhanced Securities Report with new fields from original deal capture: Settlement Capital Value PPH, Settlement Accrued Interest PPH, Amortisation, and Price Series.

Updated

62978

Add Amortisation Day Basis to Deal Fees (I-1843703)

Added Amortisation Day Basis field for Deal Fees with Straight-Line Amortisation, defaulting to Currency Day Basis to match interest accruals.

Fixed

61348

Modification of GL Account Mapping is not retained permanently and display at deal level not corrected for display (I-1789702)

Fixed primary key error when changing GL Mappings that appeared to save but actually didn't retain changes to database.

Updated

69366

Reclassification P&I Loan Deposit Current/Non-Current Accounting for Principal (I-1870705)

Added Reclass Journals functionality for P&I Loan Deposits and Vanilla Bonds to handle Current/Non-Current Principal classification.

Updated

69367

Accounting Reclassification Principal Current/NonCurrent Vanilla Bond (I-1870704)

Added Reclass Journals functionality for Vanilla Bonds to handle Current/Non-Current Principal classification.

Updated

69442

Currency Basis Swap Rates in Hedge Accounting

Fixed currency basis impact calculation when market data for hedge accounting included currency basis swaps with overnight indexes.

Fixed

71778

Error with exporting cash journals (I-1892521)

Fixed GL Processing to correctly show Net Swap Payment/Receipt entries that were previously Exported as Exported instead of New.

Updated

67225

Company ID Lookup

Added logic to IPAYMENT plugin for importing ACH Company ID, Company Name and Statement Description or selecting specific company ID belonging to account.

Updated

69197

Reference Duplicate Check Validation

Added logic to IPAYMENT plugins to check duplicate reference values when reference has Duplicate Check enabled.

Updated

71258

Disable Preview Mode from Payment Plugins

Removed Preview Mode filter from all payment jobs to prevent potential user error duplication issues.

Fixed

71304

Payment Template Requires Max Offset when editing (I-1833704)

Fixed error when setting only minimum value date offset on payment template without maximum offset requirement.

Updated

69041

Implement Asset Register / Fleet Database

Introduced Custom Attributes functionality for enhanced reporting and data categorization across Ripple Treasury.

Fixed

I-1892521

Error with exporting cash journals

For users who had enabled Net Swap Payments and had mapped Net Swap Payment and Net Swap Receipt in their GL Mappings, the GL Processing screen was showing Cashflow entries for Net Swap Payment or Net Swap Receipt that had previously been Exported as New. This Hotfix addresses that issue and Net Swap Payments or Net Swap Receipts that had previously been Exported will show as Exported.

Updated

66537

Additional Market Data Tickers Requested for MD Import and Valuation of Transactions (I-1800301)

Added new tickers in Historical Market Data for different tenors for USD money market basis.

Updated

61816

Add TRY OIS rates and generic deposit tickers

Added Turkish Lira OIS rates and generic deposit tickers to market data.

Updated

69821

Enhancement on TermSOFR rateset offset (I-1872901)

Corrected TermSOFR rate set date offset to reflect market convention (two-day offset).

Updated

69694

WST, SBD, TOP and GIP all have the incorrect primary and secondary currency and need to be switched

Corrected Ripple Treasury tickers for GIP=, WST=, SBD=, TOP= to have USD as terms currency.

Updated

69827

Extend USD OIS curve

Extended USD OIS curve to 30 years in Ripple Treasury Historical market data and IMD service.

Updated

69442

Currency Basis Swap Rates in Hedge Accounting

Fixed currency basis swap rate calculation when market data included currency basis swaps with overnight indexes.

Updated

67254

System Bank Lookup - Multiple Records Returned

Enhanced IPAYMENT plugin to return latest matching bank when multiple banks are found, reducing manual intervention.

Fixed

66418

Limits Dashboard - When using the grid format to view the limits you are unable to move down the page (I-1843802)

Fixed limits dashboard grid navigation to allow proper page scrolling.

Fixed

69368

Market data missing in GT this week - Prod-au (I-1869619)

Fixed missing market data issue in Australian production environment.