Forward Swap Matrix Enhancement | Weekly Release 9/3/21


Added support for Reserve Bank of New Zealand meeting dates using “RBNZ#” “RBNZMYY” formats


Traders can now enter Reserve Bank of New Zealand meeting dates using “RBNZ#” “RBNZMYY” formats. For months from January to September, enter # to represent month; for months from October to December, enter the first letter to represent month; for example “RBNZO21” – October, 2021 & “RBNZ122” – January, 2022.

Note: To add NZD tab, click on “Market View” – “CCY Config”, check “New Zealand, NZD”, and click “Save User Config”. Next, click “Curves”. Under “NZD” – “Libor”, check “Auto Build”, and click “New Build”.