Developed a Strategy Enhancer as a tool for traders to enhance the relative value performance for On-the-Run curve and butterfly trades
From the Strategy Enhancer, traders can select any of the trades from the “Sprd/Bfly” column and click “Send Selected Rows to Another Tab” to a new tab to start tracking favorable trading strategies
Added a button in historical graphs as a quick means for traders to send favorable strategies directly to the Swap Box for pre-trade monetization
Traders can now send strategies from Sprd/Bfly to the Swap Box to be analyzed at a more granular level more quickly with the new button. The “To Swap Box” button is present in all historical graphs in Sprd/Bfly for any of the supported products in Swap Box.
In the historical graph in Sprd/Bfly there is an accompanying name box for labeling strategies, so they are easier to keep track of in the Swap Box “Strategy Analysis” tab.
Added support for Libor Fixings. Also in Forward Swap Matrix for G7 + AUD
Traders can now enter Libor fixings that were previously only available in the Market View section of RVFI as line items or part of strategies in Sprd/Bfly.
The codes for the Libor rates are: LIB1D, LIB1W, LIB1M, LIB2M, LIB3M, LIB6M, and LIB12M.
Historical information for the rates (including z-score, daily change standard deviation, and correlation) are also available in the graphs.
These rates are also supported in Forward Swap Matrix using the same formatting.