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


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.



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


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