Shifting the Forward Curve for a Vanilla Strip/Vanilla Strip Strategy

You can shift the forward curve by a certain amount for:

Vanilla strip options

Vanilla strip strategies

For a vanilla strip strategy you can shift the forward curve for each leg individually.

You do this using the Forward Shift By field in the Results area as seen in See "Shifting the Forward Curve for a Vanilla Strip Strategy ".

Figure 1: Shifting the Forward Curve for a Vanilla Strip Strategy

The single arrow increases/decreases the curve in increments of 0.10.

What are the advantages of shifting the forward curve in this way?

This lets you use SuperDerivatives' market data as your starting point and then shift that data slightly depending on your view of the market.