Forward Swap Matrix enhancements Enhancements | Weekly Release 7/23/21



Enhancement #1


Added support for individual Euro$ Convexity using "CNVXED[HMUZ]#"


Traders can enter "CNVXED[HMUZ]#" format for Euro$ Convexity of each ED$ Future.

RiskVal also shows individual Euro$ Convexities in the “Market View” – “Curves” - “Libor” tab.

Enhancement #2


[BRL] Added support for 0D futures such as “ODF31”


Traders can enter 0D futures in the Forward Swap Matrix using "OD#MYY" format.

RiskVal, also shows OD futures in the back end; “Market View” – “Curves” – “Libor”