Added CMS Spread Vol for EUR and GBP with historical data
Enhanced CMS Spread Vol with the EUR and GBP tabs.
CMS Spread Vol is the flat vol implied from the CMS Spread option pricing. Traders can change “Short Index” and “Long Index” flags and recalculate the CMS Sprd Vol table. Click the “Calc” Button to calculate.
By double-clicking on the values, traders can access historical data series.