Trade Blotter Enhancement | Weekly Release 12/3/21

Added default Floating Index selection for swaptions


Under the Swaption section, traders have flexibility to set default Floating Index for each CCY.

From “Preferences” – “Floating Index” – “CCY” – “Index” traders can select floating index. After they select different currency from the “CCY” column, RiskVal will change floating index that was previously selected, and recalculate the whole row.

Note: To add Swaption section, click on “Type” – “Swaption”