Forward Swap Matrix Enhancement | Weekly Release 2/11/22


Added support for JPYOIS vs JPY3s basis swap


Traders can enter “BSJO3S-#”, “BSJO3S-#x#” & “IMMBSJO3S[H/M/U/Zx#]” codes under the JPY tab. RiskVal also supports “BS3SJO-#”, “BS3SJO-#x#” & “IMMBS3SJO[H/M/U/Zx#]”.

Notes: Traders can send JPYOIS vs JPY3s strategies from Basis Swap & Custom Basis sheets