Added ability to upload vol spreads to ATM (Skew)
In this week’s release, Vol traders have the option to import Skew under the IRVol tab. Under the “IRVOL” – “Actual Skew” tab, traders can access sample CSV file for Actual Skew importing by clicking on “Help”.
Once vol traders make changes to Actual Skew sample file, click on "Browse", select and open CSV file and then hit "Upload File".
To revert to RiskVal’s Actual Skew, traders can click on “Load RiskVal Skew” button.
Also, if traders override Actual Skew table, RiskVal will pick up the value in “Skew Live” table.