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Swap Box Enhancement| Weekly Release 2/9/2024


Added preference & column to show which leg is being derived

 

In this week’s release, RiskVal added the “Fixed Hedge Leg” preference and “Solve” column in the “Swap Box” window to choose a leg to be fixed/derived in the analysis.


The “Fixed Hedge Leg” preference will allow traders to choose a leg to derive in the “Forward Chart” during the analysis. Once traders set the leg in the preference, the leg’s “Bond Notional (MM)” & “Total Cash Value (MM)” will remain static and the other leg(s) will be derived during the analysis.


The “Solve” column will allow traders to choose one leg in the top table to derive upon the changes made in the “Spot” spread of the strategy. The other leg(s) of the strategy will be fixed during the analysis.



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