Forward Swap Matrix Enhancements | Weekly Release 4/16/21

Enhancement#1


Added support for CMS strategies (format CMS# or CMS#X#); lower CMS matrix has the live and historical data


Traders are now able to enter CMS securities and strategies in the top table of the Fwd Swap Matrix.

Enhancement#2


Enhanced the process of sending XCCY spread strategy to the Trade Blotter, such that RiskVal takes the FX rate into consideration, and hedges on either DV01 USD or PV01 USD