Trade Blotter Enhancement | Weekly Release 5/7/21

Adjusted pricing BRL swaps by including the USDBRL FX Forward curve


The BRL swaps pricing has been adjusted to use the USDBRL FX forward curve.


To see the details of the swap:

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

2- In the pop-up, go to the “Cashflows” tab

3- Click on “Price” on the top right

4- Scroll to the right where you will see the “FX rate