Market View – Curves Enhancements | Weekly Release 4/10/20

Enhancement #1

Added Turkey OIS curve

Traders can enable the OIS curve for Turkey by going to Market View – Curves – TRY – OIS. In the Turkey OIS tab check “Auto Build”, click “New Build”, and finally click “Save Config”.

The screenshot below shows the lower panel graph of the OIS curve in the TRY Bond sheet.

Enhancement #2


Added CMT curve for India and Indonesia

Traders can now use the CMT (Constant Maturity Treasury) curve as the base curve of rolldown analysis for India and Indonesia. To enable the CMT curves navigate to Market View – Curves – CCY (IDR or INR) – CMT. Here, check “Auto Build” and click “New Build” then return the either the IDR or INR Bond sheets. Also, check to confirm that the Curve Roll method in Global Preferences is set to CMT.

The screenshot below shows the highlighted 3-month CMT rolldown and 3-month Carry + Rolldown using the CMT curve for IDR.