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IRVOL Monitor Enhancement | Weekly Release 06/23/2023

In this week’s release a few enhancements have been made to the IRVOL Monitor sheet: 1) Added support for JPY & KRW under “Currency” dropdown.

2) The “Realized Vol Hist” preference will now be shared with the “Market View” – “IRVOL” tab. When this preference is changed in either IRVOL monitor or “Market View” – “IRVOL” tab, the change will be reflected in the other sheet’s preference as well for consistency purposes.

3) After changing this preference, in order to recalculate the sheet, traders must click the newly added “Calc Realized Vol” button under the “Calculation” .

Note: Traders must check the “useBBGLiveVol” checkbox to use live data.


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