Basis Swap Enhancement | Weekly Release 10/8/21


Added support for CADOIS vs SOFR, also available in Custom Basis


From the “Market View” – “Basis Swap” – “CAD” tab, traders can find “CADOIS vs SOFR” tab. To load lower panel table, traders can click on the “Calc Fwd” button.

Note: Traders can <double click> to access historical data series