Apr 14, 20221 min readFuture Option Analysis Enhancement | Weekly Release 4/15/22 Added preference to use SOFR/ESTR or LIBOR swaptionTraders can now choose SOFR or LIBOR as the swaption floating index for USD from “Preferences” – “Swaption Floating Index” – “CCY” – <Curve Type>.
Added preference to use SOFR/ESTR or LIBOR swaptionTraders can now choose SOFR or LIBOR as the swaption floating index for USD from “Preferences” – “Swaption Floating Index” – “CCY” – <Curve Type>.