Enhancement #1:
Added support for SOFR/ESTR/OIS Sprd True columns
From “Table” – “Manage Columns” traders can add support for “SOFR/ESTR/OIS Sprd T” & “SOFR/ESTR/OIS Sprd dT” columns to their views.
Also, RiskVal reorganized forward table, so now ESTR/SOFR are displayed before OIS & Libor asset swaps.
Enhancement #2:
Added FWD SOFR PV01 to Swap Hedge dropdown
Forward Swap PV01 is added to Swap Hedge dropdown menu. The default is set to SOFR/ESTR swap hedge for USD/EUR and OIS for the rest of the currencies. Traders can click on the arrow to expand the dropdown and select the desired swap hedge.
