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Interest rate swaps

How to open

  • Search for "Interest Rate Swaps" by using the search field > select a given base currency from the list.
  • Main menu > "Explore" > "Money Market" > "IR Swaps".

Function

Description

Base

Currency selection. When more than one currency is selected, then the currencies will appear below the toolbar as tabs. The will remember your selection for convenience when the window is saved in a workspace.

Basis

Select the type of swap: Interest Rate Swap, Currency Basis Swap, Tenor Basis Swap.

Contributor

Select the sources of the information to be displayed. It can be global and regional banks, or inter-dealer broker data.

Columns

Allows the tailoring of the data to be displayed, such as mid yield and symbol name.

Consolidation

When selected, it displays a single set of quotes that correspond to the last updates.

Excel RTD Linking

Select the series or instrument to export to Excel and press <CTRL>+<R>.

Swap Curves

Double-click any series to chart them.To compare them, click any instrument while holding <CTRL> to drag and drop into an existing chart. Other instruments are supported.

Useful keyboard shortcuts

Keyboard shortcut

Description

<F11>

Hides toolbar.

<CTRL>+<C>

Consolidates the contributed data on a time of update basis.

<CTRL>+<RIGHT>

Expands all collapsed groups.

<CTRL>+<LEFT>

Collapses all groups.

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