Callable Bond Grid Enhancement | Weekly Release 6/4/21


Enhancement #1


Allow Traders to configure Standard and Extended tab Terms


Traders who would like to customize the terms for the callable bond scenarios can do so in the “Config Terms” button. It will pop out the “Configure Terms” menu where the trader can select the terms, then hit “Apply” to propagate the new settings to the sheet itself.

In the example above, the terms selected are the 2y, 5y, 10y, 15y, and 20y for the “Standard” tabs. While the “Extended” tabs show the 2y, 2y6m, 3y, 3y6m, 4y, 4y6m, and 5 y set.

Enhancement #2


Added “Next Call Date”, “Call Prob %”, “Expected Maturity” in the Customized Callable Bond table


There are three new columns added to the “Customized Callable Bond” section of the Callable Grid. They are the “Next Call Date”, “Call Prob %”, and the “Expected Maturity”.


Next Call Date: Date of the next following call

Call Prob %: The probability of the bond being called in per cent

Expected Maturity: Given the probability and the Call date, the expected maturity of the bond

Enhancement #3


Added “Next Call Date” and “Expected Maturity” in the tooltip in the lower panel grids


To see the details of the created bonds, hover over the quadrant pertaining to that bond and you will see the details, “Next Call Date” and “Expected Maturity” have been added to the tool tips details.