Swap Box Enhancement | Weekly Release 9/3/21


Added SOFR/ESTR Spread Carry, Roll, Carry+Rroll, and $Carry+Roll set of columns if traders enter strategy with all USD/EUR legs


In this week’s release, RiskVal added “SSprd Carry”, “SSprd Roll crv”, “SSprd C+R”and “SSprd C+R ($)” columns if traders enter all USD legs in the Swap Box. “ESprd Carry”, “ESprd Roll crv”, “ESprd C+R”and “ESprd C+R ($)” columns are added if traders enter all EUR legs as strategy.