top of page

Forward Swap Matrix Enhancement | Weekly Release 9/25/20

Enhanced RV Analysis to support FRA and IMM FRA strategies

Expanded the coverage in the RVAnalysis, IMM swaps and IMM FRA strategies are added to the list of securities. Traders can select either to get the top strategies. They are displayed with the Expected Return, Mean Reversion Return, and its analytics. All the functionalities for swaps are available for IMM and IMM FRAs.



bottom of page