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Swap Box Enhancement| Weekly Release 3/29/2024

Added preference to load DV01 in USD

 

For traders who deal in EUR, GBP, JPY, or any other non-USD currency now have the option to see the DV01 in USD. Additionally, the DV01 USD or FDV01 USD can be entered for any of the swap or bond legs to calculate the hedge appropriate hedge in USD. To load the “Bond/Swap DV01/FDV01 USD” row in the bottom left table, click on “Preferences” – “Show USD Rows”.

 


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