[GBP]Added a new risk in terms of the Central Bank meeting dates (also available in the Swap Box and the Trade Blotter)
Enhance the GBP bond roll sheet with a new risk metric, in terms of the Central Bank meeting dates.
To utilize this feature, trades can <right click> on any of the bonds that have less than 5-year maturity and select “Risk/Hedge”.
After selecting “Ted/Meeting Date Rate Hedge”, the popup window will appear.
This enhancement is also available in the Swap Box and in the Trade Blotter.
Calculate the Meeting Date Rate Hedge in Trade Blotter:
Calculate the Meeting Date Rate Hedge in the Swap Box:
