Forward Swap Matrix Enhancements | Weekly Release 8/28/20

Enhancement #1


Enhanced the RVAnalysis tool with the option to generate forward and tail strategies for OIS swaps

The RVAnlysis is a very useful tool in discovering trading ideas. In previous releases, it was only able to generate Libor Swap strategies. In this release, the Curve dropdown allows traders to generate OIS strategies.

Enhancement #2


RVAnalysis: Added support for Libor IMM as a curve choice

In the same manner as OIS, the LIBOR IMM was added to the RVAnalysis. This way traders can create Libor IMM curve strategies and explore them further by <right clicking> on the strategy and sending it to the “Forward Swap Matrix” to monitor.

Traders can send the strategies from the RVAnalysis to the Forward Swap Matrix

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