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Forward Swap Matrix Enhancement| Weekly Release 4/26/2024

# 1: Added “Custom Beta” column, also available in Sprd/Bfly


From “Table” – “Manage Columns” traders can load “Custom Curve” and “Custom Beta” columns. After overwriting “Custom Curve” RiskVal will populate other custom columns including “Custom Beta”.

Notes: These columns are also available in Sprd/Bfly sheet


# 2: Added support for the “Refresh Weight” function


To manually refresh weights, traders can <right click> on “Weight” column and select “Refresh Weights”.

From “Preferences” dropdown, traders can additionally select calculation frequency for “PCA Calculation Frequency”.

Note: This feature is available in Sprd/Bfly sheet already


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