[New] Global Swap CoD Enhancement | Weekly Release 10/15/21


This graph was created to allow traders to monitor multiple currencies swap rates’ change on day


A new Global Swap CoD graph has been added to RiskVal. This graph allows traders to plot multiple currencies on the same graph.


To select which currencies to plot, click “Preferences” – “Config Currency”. The available currencies are managed by “Market View” – “CCY” - “Curves”. The curve must be on “Auto-Build” to appear in the chooser. After selecting currencies, click “Apply”. Turning off “Auto Build” will automatically remove the currency from the graph & “Config Currency” option.


Traders also have the option to change the closing date under the “Preferences” Menu. Current options include “1BD”, “2BD”, “3BD”, “WTD”, “MTD”, & “YTD”.