Sprd/Bfly Enhancements | Weekly Release 3/12/21


Added “+/- stdev” checkbox so traders can specify number of standard deviations they would like to plot, also available in the Bond sheets

In this release, traders will be able to customize the number of standard deviations from the mean to plot in the historical graphs. To plot the Standard Deviation lines, check on the box to the right of “Mean”. To the right of that checkbox, enter the number of standard deviations. The lines will be plotted.

In the screenshot below, see the same historical data. The graph on the left, however, shows two lines at 2 standard deviations, while the graph on the right shows the lines at 1 standard deviation.

Enhancement #2

[GBP] Enhanced the CPI#x# and CPI# to use the CPI curve whilst adding RPI#x# and RPI# to use the RPI curve

To keep the Sprd/Bfly and the Forward Swap Matrix consistent, in this release, we have added the RPI codes to the GBP Sprd/Bfly. The CPI codes will use the CPI curve, while the RPI codes use the RPI curve. Please see the table below for the conventions.

Enhancement #3

Added support for generic Spain/Portugal Bills, as well as added the specific Bills for Portugal

Support has been added for generic Spain & Portugal Bills. Format is [Country Code]#M.

Support has also been added for issue-specific Portugal Bills. Traders can right-click in the Sprd/Bfly column and click “Bond Chooser”. Issue-specific Portugal Bills are supported in the Bond Chooser dialogue box under the TBill tab.

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