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”