Oct 15, 20211 min readForward Swap Matrix Enhancement | Weekly Release 10/15/21Added support Fwd and IMM basis for CADOIS vs SOFRIn Forward Swap matrix sheet, we added support Fwd and IMM basis for CADOIS vs SOFR. Both formats are supported in USD & CAD tabs:
Added support Fwd and IMM basis for CADOIS vs SOFRIn Forward Swap matrix sheet, we added support Fwd and IMM basis for CADOIS vs SOFR. Both formats are supported in USD & CAD tabs: