Sprd/Bfly Enhancement | Weekly Release 6/25/21


Added support for "IMMSOFR [HMUZ]#", such as "IMMSOFRH2” and "IMMSOFR [HMUZ]#X# " such as "IMMSOFRH2X3"


Traders can now enter the IMM dated 3 month SOFR swaps, both in the spot and forward, using the "IMMSOFR [HMUZ]#" and “IMMSOFR [HMUZ]#X#” formats.