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Future Calendar Roll Enhancement | Weekly Release 9/4/20

Added R/C OIS Z column with historical data

In the Future Calendar Roll sheet added the R/C Overnight Indexed Swap(OIS) Z column, similar to the R/C ASW YY replacing the ASW YY with OIS Z .

R/C OIS Z = (Fwd Diff OIS Z - Spot Diff OIS Z)* flip ASW sign

This feature is available for all currencies with auto build enabled, and historical data is also available.


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