top of page
    • Oct 15, 2021
    • 1 min read

Forward Swap Matrix Enhancement | Weekly Release 10/15/21


Added support Fwd and IMM basis for CADOIS vs SOFR


In Forward Swap matrix sheet, we added support Fwd and IMM basis for CADOIS vs SOFR. Both formats are supported in USD & CAD tabs:



bizdev@riskval.com   |   + 1 212 - 631 -0808

  • LinkedIn - Black Circle
  • Twitter - Black Circle

RiskVal Financial Solutions, LLC, is a global supplier of SaaS for trading strategies, risk management, and portfolio management. RiskVal provides software such as analytics and trading systems in fixed-income, credit derivative, equity, foreign exchange, and derivative securities.

Copyright © 2020 RiskVal Financial Solutions, LLC. All rights reserved.

bottom of page