Forward Swap Matrix Enhancement| Weekly Release 9/16/22

Enhancement



[XCtry RV Analysis] Added ability to choose curve for each currency


To access XCtry RV Analysis, click “Analysis” – “XCtry RV Analysis”.


Traders can now choose which curve to use in the analysis for each currency.

To select the currencies, traders can use the “CCY1” and “CCY2” dropdowns. Once they are selected, in the following dropdown, they can select the curve for each currency.


After setting filters, click “Generate Strategies”. RiskVal will populate top performing outright, spread, & butterfly strategies.