Forward Curve Analysis Enhancement | Weekly Release 6/10/22


Added ability to plot spread of multiple dates


The Forward Curve Analysis allows traders to plot spot or forward curves live or historically. In this week’s release, the enhancement to plot multiple spreads between multiple curves and dates was made. Traders can now take a look at the differences of two curves over the same dates.


After setting terms in the lower right panel, click “Config” – “Show Sprd For Multiple Dates”, & then hit “Plot”.


As in the example below, we can compare the spread of the USD OIS and SOFR over 2 different dates, both spot and forward.