top of page

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.



Comments


bottom of page