Basis Swap & Custom Basis Enhancement | Weekly Release 6/17/22

Enhancement


Added support for JPYOIS vs ESTR


In Basis Swap, from the “JPY”“JPYOIS vs ESTR” tab, traders can load the basis swap spread table. If they hit on “Show Fwd Matrix” below the table, RiskVal will load the lower panel forward table. Traders can click on the “Live” column, or fields in the forward table to open a historical chart.


Traders can enter BSJOESTR-#(X#), IMMBSJOESTR-#X# formats in the Forward Swap matrix sheet such as, BSJOESTR-3, BSJOESTR-6M, and IMMBSJOESTR-U2X2.

Note: From the historical popup, traders can hit “ToFwdSwapMartix” and send

strategies to the forward swap matrix sheet.