Callable Bond Grid Enhancements | Weekly Release 1/15/21

Enhancement #1


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.

Enhancement #2


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.


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