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.
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.
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.