Enhancement #1
Added an option to view OIS bucket risk in addition to LIBOR bucket risk
To further understand where the risk of the portfolio is coming from, an OIS Swap section has been added to the Bucket Risk. This way, if the portfolio has any OIS Swap exposure, the trader can determine where to make adjustments to the portfolio.
To activate the OIS strip, click on “Preferences” - “Include OIS Risk in Bucket Risk”.
Enhancement #2
Add Repo trade type option
To help traders track their repo positions on their portfolio, a repo section was added. In this section, traders can enter their bonds with repo rate and the Termination Date to keep track of their repo.
