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Callable Bond Grid Enhancements | Weekly Release 1/8/20


Enhanced the Bermudan and European grids with a tooltip to reference information the Call Probability, YTM, YTC, and CMT OAS

When traders hover over any cell within the Bermudan and European grids, RiskVal shows a tooltip as a reference.

Note: the “CMTOAS” is the OAS against the CMT curve.



Allow traders to customize the Bermuda Call Frequency

Traders have the option to change the “Call Freq” from the dropdown menu. This dropdown applies to the Bermudan grids.


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