Forward Swap Matrix | Weekly Release 4/1/22
Enhancement #1 Added support for cap/floor vol Traders can now enter cap/floor vol in Forward Swap Matrix sheet using format “CFVOL[Fwd]X[Tail]@[Strike]”, for example “CFVOL3Mx1@1.0” Fwd, Tail, & Strike will correspond with "Start Date", "Maturity Date", & "Strike %" in Trade Blotter, respectively. Enhancement #2 Added ability to configure short term forwards & tails in lower matrix for SOFR Swap Traders can use the “Custom Fwd” & “Tail” boxes to configure short term forward