Calendar ASW Enhancement | Weekly Release 10/4/19

Added 1M SOFR and 3M SOFR Hedge.


In the Calendar ASW and The Swap Box, the 1M and 3M SOFR Hedges were added as floating windows. Traders can see how to hedge the strategies with ease. Simply follow the instructions below.


1 - Select the strategies in which to perform the risk analysis for


2 - Click on “Calculation” -> “Calc 1M SOFR Hedge” or “Calc 3M SOFR Hedge”


3 - The risk window will be popped open