Enhanced the Customized Callable Bond table to include the Libor/OIS/SOFR spreads for traders to calculate the corresponding coupon, treasury spread, and DV01 for each index
Traders can calculate coupon, treasury spread and DV01 for Libor/OIS/SOFR in the Customized Callable Bond table.
To populate the numbers, traders should hit “Recalc” in the top left corner of the Customized Callable Bond table.
Extended the grid to include the 11, 12, 13, 14- year terms along with their respective locks
Added 11, 12, 13, 14- year terms to Standard Libor/OIS/SOFR tabs including Upfront Cost tables.