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Trade Blotter Enhancement | Weekly Release 6/7/2024

Added support for Key Risk (DV01)

 

“Key Risk (DV01)” has been added to the “Calculation” – “Key Risk” menu in Trade Blotter. Key Risk (DV01) is similar to Key Risk (Modified Duration) but uses DV01 instead of modified duration. Currently only bond & future trade types are supported.

 

Note: For details on calculations in Trade Blotter, see the Trade Blotter document.

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