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Forward Swap Matrix Enhancement | Weekly Release 6/28/2024

Added “Beta/Corr/Resid Matrix”

 

In this week’s release, RiskVal added “Beta/Corr/Resid Matrix” feature in Forward Swap Matrix. The “Beta/Corr/Resid Matrix” displays the beta, correlation, and residual of the regression model created based on the selected combination of securities.

 

To access this feature, traders can select the securities under the “Curve” column, <right-click>, and choose “Create Matrix” – “Beta/Corr/Resid Matrix” menu.

 


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