Shifting the Underlying Swap for Asian-based Instruments

When pricing an Asian or an Asian-based option SDX Commodities & Energy uses an underlying swap rate. This is simply the swap rate for the option for the period of the option.

You can shift the underlying swap rate in the Portfolio page for an Asian and an Asian strip using the Underlying Price field.

Any defined shift is reflected by a parallel shift of the futures.

 

The arrow increases/decreases the swap rate in increments of 0.25.