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    • Jan 8, 2021
    • 1 min read

Callable Trade Enhancement | Weekly Release 1/8/20

Added columns to calculate the Expected Maturity Par Rate and Callable Yield


Expected Maturity Swap Par = the par swap rate with expected maturity date as swap maturity date.


YieldCallable = Exp. Maturity Par Rate + LOAS / 100 + option value in bp / 100


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