top of page

Basis Swap & Custom Basis Swap Enhancement| Weekly Release 3/31/2023

From the “HKD” – “HKD1s vs HKD3s” 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 matrix. Traders can double click on the “Live” column or fields in the forward table to open a historical chart.


Traders can enter BS1S3S -#, BS1S3S-#X#, IMMBS1S3S - M#X# formats in the Forward Swap Matrix(FSM) sheet such as, BS1S3S-10, BS1S3S-1X2, IMMBS1S3S-U3X2. These will show the HDK basis, when entered in the HDK tab of the FSM.

Note: From the historical popup, traders can hit “ToFwdSwapMartix” and send strategies to the forward swap matrix sheet.

Commentaires


bottom of page