Future CTD Scenario Enhancement | Weekly Release 10/11/19

Added the Wildcard Option Price in tick and bps for USD Bond Futures


RiskVal calculates the wildcard option price in tick and bps for USD Bond Future. The wildcard option is defined as the wildcard opportunity from 3:00 p.m. (EST) to 5:30 p.m. (EST), during the period from the first delivery date to the last trade date.


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