Market View Enhancement | Weekly Release 4/1/22

Enhancement#1


[IRVOL-Skew] Added RV Analysis


Traders can leverage the RV Analysis to find the top strategies from the combinations set by the traders. Traders can choose the Forwards, tails, and Strike Distance of the strategies, along with setting boundaries on the Mean Reversion Return.



Enhancement#2


[CMSprd Vol] Added 1m, 3m, & 6m expiries as well as a table to compare to swaption ATM vols


Added more terms in the short end for more granularity along with the table to easily compare with the swaption ATM vols.