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Forward Swap Matrix Enhancement | Weekly Release 11/17/2023

Added second field for curve correlation analysis

In the Forward Swap Matrix sheet, traders can leverage second set of Correlation and Residual columns that has been added.

Once traders overwrite “BM” & “Curve” fields, RiskVal will adjust columns accordingly.

Traders can populate historical graphs by <double clicking> on the fields or populate regression graphs by <right clicking> on the correlation column.

Note: The BM and Curve are both available in the Sprd/Bfly.


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