Forward Swap Matrix Enhancement | Weekly Release 11/29/19

For AUD and NZD, added support for IMMFRA, IMMOIS, and IMMFRAOIS with history

Support for both generic and specific IMMFRA, IMMOIS, and IMMFRAOIS strategies has been expanded from only G7 currencies and countries to now include Australia and New Zealand. Traders can use the same format style for AUD and NZD strategies as used with G7 countries.

Example #1 shows generic and specific IMMFRAOIS AUD strategies:

Example #2 shows both generic and specific IMMFRA and IMMOIS NZD strategies: