Enhancement #1
Added support for OIS MAC swap inputs
Traders can now enter OIS MAC swaps into Forward Swap matrix using “OIS[HMUZ]#x[Tenor#]”, for example “OISZ1x3M”.
Traders can also see these values in the lower matrix under the IMM OIS tab.
Enhancement #2
Added support for NVol in daily bps
Added support for NVol in daily bps using format “NVD#x#”.
These values map to “Market View” – “IRVOL” – “USD” under the “Daily” tab in the “Normal Vol” table.
Enhancement #3
Added support for TIPS bonds
Traders can now enter TIPS bonds into the Forward Swap Matrix sheet using format “TII#”. For other currencies, use “[Country code]TII#”, for example “DETII10” for German 10year TIPS.
The values in Forward Swap Matrix sheet will map to the "RYld" column in the corresponding CCY TIPS sheet.
