Enhancement
#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”.
![](https://static.wixstatic.com/media/f9d22c_35a9fe4618af47849ac6ffffb7a280c6~mv2.png/v1/fill/w_90,h_37,al_c,q_85,usm_0.66_1.00_0.01,blur_2,enc_auto/f9d22c_35a9fe4618af47849ac6ffffb7a280c6~mv2.png)
#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.
![](https://static.wixstatic.com/media/f9d22c_3a70e234570a4294aab9bb422f7f9c3d~mv2.png/v1/fill/w_90,h_34,al_c,q_85,usm_0.66_1.00_0.01,blur_2,enc_auto/f9d22c_3a70e234570a4294aab9bb422f7f9c3d~mv2.png)