Added new Rate x Vol horizontal analysis to show PnL and Greeks for all Rate/Vol Shock Scenarios
Added new “Rate x Vol Horizontal Analysis” in addition to our existing “Rate x Time Horizontal Analysis”, so rates vol traders can see their PnL and Greeks for all rate / vol shock scenarios.
Under the “Type” dropdown, select the security types. Enter the positions in the potential portfolio and select them. Once they are selected, click on “Calculation” – “Horizontal Analysis (Rate x Vol)”