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Forward Curve Analysis Enhancements | Weekly Release 5/7/21

Enhancement #1

Added the SOFR/ESTR for USD/EUR respectively, as well as the OTR Spline Curve plotting options

Under the “Curve” menu, traders can now select and plot “SOFR/ESTR” and “OTR Spline” curves. Once traders make their selections, they can hit “Plot” to generate curves.

Enhancement #2

Under the “Tail Term” dropdown, added 3M and 6M options

Traders can plot 3M and 6M tail terms for the different curves they select under the “Curve” menu. Once, checked tail term boxes, they should hit “Plot”.


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