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Fed Fund Simulation Enhancement | Weekly Release 6/1/22


In Inferred OIS/SOFR/ESTR tabs, added ability to enter actual rates for time periods instead of rate hikes

Traders who would like to enter the actual rate into the simulation path instead of the hike, can turn on the option under “Preferences” – “Sim Path Use Actual Rate”. In the bottom section under “Inferred OIS/SOFR/ESTR” tab, traders can enter the actual rate under any of the “Fed Path(#)” to see the projected rates.


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