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

Enhancement#1


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.

 

Enhancement#2


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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