CMT Monitor Enhancement | Weekly Release 7/30/21


The CMT Monitor has been revamped to make it more efficient and customizable. See the enhancements below


  • Enhancement #1: Added support for all countries that have CMT curves in RVFI under “Preferences” – “Config Countries”

  • Enhancement #2: Added base country dropdown to view country spreads. The surrounding countries will be spread to the base country

  • Enhancement #3: Added dropdown to show daily/weekly/monthly changes, which can be viewed in actual change or chg/vol (stdev chg)

  • Enhancement #4: In RV analysis, added support for “Yld”, “ASW YY”, & “OIS YY” as well as ability to have cross country spreads use the same tenor