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Trade Blotter Enhancement | Weekly Release 6/11/21


Added support for “DDMMMYY” format in all date columns, such as “20Mar22”

To streamline the date format in the Trade Blotter, traders can now enter the dates as “DDMMMYY”. In any of the date fields, for example, enter “30Nov25”. The Trade Blotter will pick up the date and reformat it into the displayed date. See example below.



Added the <double click> historical data popup function to “Corr” column under the Swaption tab also <right click> to see the historical data used for the Correlation

Under the Swaption section of the Trade Blotter, traders can <double click> the “%Corr” Column to see the Correlation historical data. In this release, traders can <right click> on the same column and choose “Corr Historical Rates” to see the data that is going in the correlation calculations.



In the Swap tab, added the ability to upload customized cashflows from both fixed and floating legs, including the sample CSV file

Traders can customize the cashflows for a Swap, in the swap section of the trade blotter.

To do so, first the trader must build the CSV with the cashflows. Click on “Help” – “Sample Swap Fixed Leg (.csv) / Sample Swap Floating Leg (.csv)” to download the sample files.

The file format is a .CSV with three columns for the “Payment Date”, “Interest”, “Principal”. Traders can leverage the sample files to override the cashflows and save.

Uploading the cashflow file:

1- <Double click> on “B/E Rate Dirty” column

2- In the Pop up, go to “Cashflows

3- Check on “Customized

4- <Click> on “Price”, this will load the existing cashflows

5- <Click> on “Import Fixed leg” to import the fixed leg, if it is the floating leg that is being overridden, <click> on “Import Floating leg

6- <Click> “Browse” to locate the CSV where the cashflows are saved

7- <Click> “OK”. This will upload the cashflows from the file.

8- Finally, click “Close

Once this pop-up is closed, you will see the swap details have been updated.


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