For CMS and CMS Spread Options, traders can enter the DV01 or the Sprd DV01 N to calculate the notional
Traders can enter the DV01 or the DV01 N to calculate the notional.
For Cap/Floor strategies, added the ability to enter the spread to the ATM Strike
Traders have the option to enter the spread to the Strike % for the Cap/Floors. This way when the Strike % changes the DV01 will update as well.
To add the column:
Click on “Table” – “Manage Columns”
In the pop up, search for “Sprd” and add it to your view
Save your view and the column will be there.