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Callable Bond Trade Enhancement | Weekly Release 5/28/21


Added "Pricing Time" and "Pricing Curve" columns to indicate the calculation timestamp and curve used for pricing the bonds


Traders can find "Pricing Time" and "Pricing Curve" columns under the “default-agency” view to help them view the last time the spread was calculated and to which curve.


Under the “Curve” dropdown, traders can select Agency, Swap, SOFR, CMT, or On/Off- The-Run curves. Once traders make their “Curve” selection, they can hit “Pricing” and choose their pricing method.


"Pricing Time" and "Pricing Curve" columns will update accordingly.


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