Standardized column names across the Sprd/Bfly, Bond Roll, and Swap Box sheets (where applicable)
- Renamed “OISprd YY C+R” and “ASW YY C+R” columns to “OISprd C+R” and “ASW C+R”
- Updated columns for Mean Reversion as “MR Ret”, Expected Return as “Exp Ret”, Convexity Return as “Cnvx Ret”
- Renamed “ASW 3M R” column to “ASW Z 3M R” which uses Z-Spread to estimate the rolldown
To keep the GUI consistent across the board, there have been a few minor changes in the naming scheme. The definitions behind each name will continue to be the same, it is simply the labeling that has changed. Please take a look at the table below for a refresher on the column definitions.