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Forward Swap Matrix Enhancement | Weekly Release 3/15/2024

Added support for Zero Coupon Swaps, also available in Sprd/Bfly

 

Traders can now enter SOFR & ESTR zero coupon swaps into Fwd Swap Matrix sheet. The syntax will be “SOFRZC#x#” & for ESTR will be “ESTRZC#x#”.

 


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