Enhancement #1: Added a new preference to set default curve for tabs and currencies
To set default curves for all currencies at once, traders can click “Tools” – “Config Default Curve”. In the popup window, traders can select the curve to be used for each currency using the corresponding dropdown menus.
There are three options to apply selections to:
“Tab”: Apply curve selections to current subtab
“CCY”: Apply curve selections to all subtabs of the CCY tab being used
“All”: Apply curve selections to all CCY tabs & subtabs
Enhancement #2: Added support to show Hull-White SOFR future convexity
Traders can enter “SFR[HMUZ]#_CNVX” format to populate SOFR future convexity.
These levels will match “Market View” – “Curves” – “USD” – “SOFR” lower panel future table.
In Forward swap matrix, RiskVal has historical data for convexity as well.
