Added a column “Yld EURO” that shows the matched maturity par swap rate implied from the ED$ Strip curve
The “Yld EURO” column is the yield of the TBill that is derived by the ED$ Future strip curve. It is calculated as the par swap rate of the TBill’s cashflow on the ED$ Future strip curve. Traders already had the “FYld Euro” column available (which is the forward par rate implied from the ED$ strip curve), the column compliments that by showing the implied par rate in the spot space.
