Forward Swap Matrix Enhancement | Weekly Release 1/3/20

Added support for cross country CPI Swaps across G7 tabs

Adding versatility across different CCY-Libor tabs in the Forward Swap Matrix, CPI swaps are supported across the G7 tabs. In addition, cross-currency strategies can be created.

In the sample below, the strategies are all entered in the GBP – Libor tab. First, the GBP spread to USD, then, GBP spread to EUR.

Note: With this release, we made it backward compatible so traders who have existing strategies such as “CPISWIT10” will work alongside “ITCPISW10”

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