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Forward Swap Matrix Enhancement | Weekly Release 1/6/2023

Traders can now enter spot & forward straddle, receiver and payer swaption premiums with different strikes in decimal format in Forward swap matrix sheet.


Traders can use following format:

Part 1: Spot/Fwd (S/F)

Part 2: Straddle/Receive/Payer Swaption (S/R/P) + P (for premium)

Part 3: Fwd x Tail

Part 4: @Strike in decimal format


For example: SSP1X10@1.25”, “SRP1X10@1.5”, “FPP5X5@2.5


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