This release of Fairways Debt delivers several platform and calculation improvements, and two resolved issues across the analyses and integration modules.
All items below are part of release FWD.26.07.
🚀 Improvements
Grid calculation enhancement
Grid calculations now price each leg using swap pricing methodology, as part of an underlying platform upgrade.
Removal of the MARKET_SPREAD indicator
The MARKET_SPREAD indicator, originally introduced to support the transition from IBOR to risk-free rates (RFR), has been removed and is no longer available as an indicator in the Spot reports.
Forward rate calculation methodology update
We've updated the forward rate calculation methodology for a number of interest rate indices to align more closely with market conventions. This affects specific swap rate and IBOR-derived indices only, effective for calculations performed on or after July 22, 2026; calculations and reports produced before that date are not affected.
Learn more: Forward Rate Calculation Update – Release of July 21 2026.
🛠 Bug Fixes
📊 Analysis & Reporting
The rate commitment indicator no longer shows an incorrect non-zero value for deals with an extra downpayment; it now correctly shows zero, consistent with other deals using the same index.
🔌 Batch Update
Integration details for deals imported in bulk via API using XML files are now correctly stored and displayed in the Integration Report page's Imported Transactions section.