#1 Added support for receiver & payer swaption premiums
Traders can enter spot & forward straddle, receiver and payer swaption premiums with different strikes in Forward swap matrix sheet.
Traders can use following format:
Part 1: Spot/Fwd (S/F)
Part 2: Straddle/Reciever/Payer Swaption (S/R/P) + P
Part 3: Fwd x Tail
Part 4: Strike (@ATM+-(ATM diff))
For example: “SSP1X10@ATM-50”, “SPP1X10@ATM-75”, “FSP5X5@ATM+50”, “FPP1X10@ATM-100”.
#2 Added support for CHF & NZD futures
In the Forward swap matrix traders can enter 3-month CHF & NZD future contracts using “SSY[HMUZ]#” & “ZB[HMUZ]#” formats; SSYZ2 & ZBZ2 respectively.
These futures are also supported in Sprd/bfly sheet under the same formats.