Mar 151 min readForward Swap Matrix Enhancement | Weekly Release 3/15/2024Added 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#”.
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#”.