CMA Adds OIS to NAVigate

Credit data provider CMA has released a new version of its CMA NAVigate web-based over-the-counter derivatives valuation tool, which adds OIS (overnight indexed swap) discounting to value interest-rate swap positions, instead of traditional Libor rate-based discount models. Version 2.0 provides all underlying curves—and CMA will continue to add more as they become standardized—component cash flows and discount factors, an audit trail of valuation results and challenges, on-demand and historical

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