Apr 14, 20221 min readForward Swap Matrix Enhancement | Weekly Release 4/15/22 Added the Swaption OTM Vol and SkewTraders who would like to see the Swaption Skew alongside their swaps and swap rates in the Forward Swap Matrix can now do so. The formats for the Skew are:
Added the Swaption OTM Vol and SkewTraders who would like to see the Swaption Skew alongside their swaps and swap rates in the Forward Swap Matrix can now do so. The formats for the Skew are: