TradingScreen on Eris Exchange
TradingScreen is listed in Eris Exchange’s June newsletter. Click here to view the newsletter.
TradingScreen now generates Eris Standard markets in par rate equivalent terms.
Users can leverage par rates to facilitate trading and spreading of Eris contracts against other yield-based products including treasury futures and cash treasuries.
In this blog post, we share insight into the basic requirements, key challenges, our approach for a smooth transition from IBORs to ARRs and an outlook for what’s next in the multi-year journey to move away from IBORs.
When analysing performance, measuring a portfolio’s actual return answers the “what” and “when” questions –– it tells us what return the portfolio delivered over a specified period of time. While that information is obviously important, the goal of a performance attribution analysis is to go beyond “what” and “when” to explain “how” and “why”.
Fixed Income markets are based on an underlying assumption that has prevented the development of a market structure that enables liquidity, transparency, and higher volumes.