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[New] Swap Monitor Enhancements | Weekly Release 5/7/21

Added new SWAP Monitor to show different indices of all active countries

The new Swap Monitor was created to allow traders to view the swap rates across their active currencies in RiskVal. This monitor is fully customizable, as the traders can enter any swap tenor, forward, spreads, and butterflies. The index can also be chosen at the top of the floating window.

Note: The “Default Libor” option will show the default curve for each currency, such that USD shows 3s, EUR-6s, GBP-6s, CAD- 3s, JPY- 6s, etc.


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