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Forward Swap Matrix Enhancement | Weekly Release 4/22/22

Added CMT support for Spain, Belgium, & Nederland

RiskVal added support for Spain (ES), Belgium (BE), & Nederland (NE) CMT rates.

They can enter “[2 letter country code] + CMT#]” and “[2 letter country code] + CMT#x#” formats.

In the lower part of the Fwd Swap Matrix, traders can hit “Calc Fwd”, and click on “CMT” & “CMT Roll” tables.

Fwd table will load and traders can <double click> on any field to populate the historical graph.


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