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EUR SSA + Covered Enhancement | Weekly Release 06/16/2023

In the previous release, in Market View – Curves – EUR, we have added EU SSA curve for ASW Z Spline, OIS Z Spline, and ESprd Z Spline curves. Following this enhancement, this week, in EUR SSA tab, we have added the “Relative Value Spread” (RVS) set of columns for Z-spreads spline curve for ASW, OIS, and ESTR.


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