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Forward Swap Matrix Enhancements | Weekly Release 3/27/20

Added support for AUD3M vs. JPY3M cross currency basis swap in both AUD and JPY tabs

Traders can now enter in the AUD3M vs JPY3M cross-currency basis swap in the AUD Libor tab as BSJPY3s-# and the JPY Libor tab as BSAUD3s-#.

The IMM dated xccy basis swap is also supported as IMMBSAUD3s-[HMUZ#]x# and IMMBSJPY3s-[HMUZ#]x# and in the AUD and JPY tabs respectively. The basis swap also includes historical data by double clicking in the spread column like other supported swaps.


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