The spreadsheet is designed to create swaps templates for each new swap which are supposed to be saved under a deal number in sub folder of a designated "active" folder. The counterparty data in columns AB through AH of tab "New Swaps" is used. On opening the Spot, Historical Prices and Dividends for all symbols in column AJ of tab "New Swaps" are loaded into memory using Reuter's AdxRtList, AdxRtHistory, MrvInstrument in addition to 1M and 3M CDOR. The following processes are developed:
Fix All - Goes through all files in all sub folders of the active folder and processes any resets
Open Deals - Opens the files corresponding to the selected deals in column C, tab "SWAP FIXINGS"
Email Deals - Emails the files corresponding to the selected deals in column C, tab "SWAP FIXINGS"
Fix Deals - Processes resets for the files corresponding to the selected deals
Expired Deals - Displays data for any expired deal in "active" sub folder on the "SWAP FIXINGS" tab
Move Deals - Moves selected deals from a predefined "active" to an "expired" sub folder
Clear Log - Clears the data on the "SWAP FIXINGS" tab
Clicking on the Reuters Icon reloads the Market Data. The project overall demonstrates some neat concepts that can be adopted under different scenarios. Click on the image to download the file.
Swaps Tool
