Jul 30, 20211 min readCMT Monitor Enhancement | Weekly Release 7/30/21The CMT Monitor has been revamped to make it more efficient and customizable. See the enhancements belowEnhancement #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 countryEnhancement #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
The CMT Monitor has been revamped to make it more efficient and customizable. See the enhancements belowEnhancement #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 countryEnhancement #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