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Forward Swap Matrix Enhancement | Weekly Release 3/24/2023

Enhancement: [AUD][RV Analysis] Added LIBOR 3s & LIBOR 6s to Curve selection

Traders can access RV Analysis by clicking “Analysis” in the toolbar, then selecting “RV Analysis”.

In this week’s release, traders can now set “LIBOR 3s” and “LIBOR 6s” in the “Curve” dropdown menu.

After setting the curve, click “Generate Strategies”. Riskval will generate the top flattening/steepening spread and long/short butterfly strategies using solely the Libor3s or Libor6s as specified.

Note: Opposed to selecting “LIBOR” under the “Curve” dropdown encompasses both “LIBOR 3s” and “LIBOR 6s” in the analysis


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