New Release

Today, we are excited to annouce the release of the new version of OTCStreaming and its Excel Add-in.

These are the key higlights for this release.

Pricing

Latent Model Scenarios

In addition to computing bid, mid, and offer prices during the Valuation and Run stages, users can request prices on market scenarios using latent model deformation (refer to the blog). These scenarios can be defined either in ioRef or dynamically during API calls by applying patches to amend API configuration records.

Excel Add-In

The OTCStreaming Office Add-ins offer streamlined access to common API use cases. The release includes an enhanced user experience for a dynamic management of the Excel Requests to OTCStreaming services.

Ranges

Users can define ranges by selecting cells directly within the "Tickers," "Curves," and "Model" sections of the Histo, Latest Market, or Runs tabs. A dedicated worksheet can be used to define data, while additional worksheets can be created for each dataset generated by a request. The Refresh All button ensures synchronization across all data worksheets. Additionally, the table's title now includes the selected range (if applicable) and its content.

Data Worksheets

Each Office Add-ins tab displays a list of data worksheets generated by a Request, allowing users to delete, refresh, or toggle between real-time and on-demand updates. Individual data worksheets can be refreshed, or all worksheets can be updated simultaneously using the Refresh All button. While Request details are accessible for each worksheet, they cannot be edited. To modify a data worksheet, users must create a new Request using the same worksheet name.