Added the Stdev_d column
Standard Deviation over daily change, otherwise known as the daily vol, has been added to the RV Analysis popup window. This value is over the threshold of a 3-month period.
When the curve is set as OIS IMM, LIBOR IMM, or SOFR/ESTR IMM (for USD and EUR, respectively), traders can click on the “Tails” button, check the desired tails, and click “Apply”.
Note: The analysis will run on the selected forwards and tails