Market View - Curves Enhancement | Weekly Release 5/13/22


[EUR] Added ability to set OIS- ESTR spread


If the trader checks “Derived From ESTR” under “Preferences” in OIS curve, the short term and long term OIS rate will be calculated as the short term ESTR and long term ESTR rate minus “OIS-ESTR Sprd” value set under the “Preferences” – “OIS-ESTR Sprd”.