Forward Swap Matrix Enhancement | Weekly Release 6/18/21


Added support for “FDTR”, “GCFRTSY”, “IRRBIOER”, “IRRBIORR”, “FDTR”, “FDTRFTRL”, “DISCPRIM”, “TOMOTCSO”, “DCPB090Y” indexes and “BSSONIAFF-TN”


Traders can enter “FDTR”, “GCFRTSY”, “IRRBIOER”, “IRRBIORR”, “FDTR”, “FDTRFTRL”, “DISCPRIM”, “TOMOTCSO”, “DCPB090Y” indexes in the Fwd Swap Matrix sheet. RiskVal already supports these indices in the Sprd/bfly sheet.


Added support for the “BSSONIAFF-TN” in the Fwd Swap matrix.