Forward Swap Matrix Enhancement | Weekly Release 12/18/20

Enhanced the RV Analysis tool to support SOFR and ESTR swaps


For traders that want to find the top performing SOFR and ESTR Swap strategies, we enhanced the RV Analysis.

To access RV Analysis, traders can select "Analysis" and choose "RV Analysis” from the drop-down menu.

From the "Curve" drop-down, traders can select "SOFR" for USD RV Analysis or “ESTR” for EUR RV Analysis. Hit “Generate Strategies” to populate the best flattening and steepening spread and butterfly strategies.