Market View – CMSprd Vol Enhancement | Weekly Release 11/20/20

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.

  • LinkedIn - Black Circle
  • Twitter - Black Circle

RiskVal Financial Solutions, LLC, is a global supplier of SaaS for trading strategies, risk management, and portfolio management. RiskVal provides software such as analytics and trading systems in fixed-income, credit derivative, equity, foreign exchange, and derivative securities.

Copyright © 2020 RiskVal Financial Solutions, LLC. All rights reserved.