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Swap Box Enhancements | Weekly Release 7/10/20

Updated trade information table by making “Bond DV01”, “Swap DV01”, and “Swap FPV01” overridable fields

For traders who have a target DV01 in mind for the strategy, they want to enter in, the option to override the Bond DV01, Swap DV01, and the Swap FDV01 is available in this week’s release. When any of these fields is overwritten, the notional and hedges will be automatically calculated accordingly. See the sample below.


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