Archive

Jul 29, 2022
1 min

Forward Swap Matrix Enhancement | Weekly Release 7/29/22

Enhancement #1 Added flag to price CADOIS vs SOFR basis off the basis curve or CAD3sSOFR + CAD3sOIS basis Traders can set this preference...

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Jul 29, 2022
1 min

Sprd/Bfly Enhancement | Weekly Release 7/29/22

Enhancement #1 Added support for micro treasury yield futures Traders can now enter micro treasury yield futures following [30y: YQB1,...

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Jul 29, 2022
1 min

Future CTD Scenario Analysis Enhancement | Weekly Release 7/29/22

Enhancement Added preference to choose PCA parallel or normal parallel for delivery probability & scenario analysis and save repo In the...

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Jul 22, 2022
1 min

SSA + Covered Enhancement | Weekly Release 7/22/22

Enhancement Added the function to delete several tabs at a time Traders can now delete multiple tabs at one time from “Tabs” – “Delete...

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Jul 15, 2022
1 min

Fed Fund Simulation Enhancement | Weekly Release 7/15/22

Enhancement: Added “Fly” & “Cum Step” columns Traders can view these columns by navigating to the lower “Rich<->Chp” tab. The “Fly”...

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Jul 15, 2022
1 min

Sprd/Bfly Enhancements | Weekly Release 7/15/22

Enhancement #1 Added support for FOMC OIS meeting dates up to 43rd meeting date Traders can use format “FOMCOIS#” to enter FOMC meeting...

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Jul 15, 2022
1 min

Central Bank Rate Enhancement | Weekly Release 7/15/22

Enhancement Added two business day “2BD” change for live levels From “Table – Manage Columns” traders can add “2BD dSOFR/ESTR” & “2BD...

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Jul 15, 2022
1 min

Market View – Future Enhancement | Weekly Release 7/15/22

Enhancement [Future] Added “GB”, “IRR”, “Repo”, “NB”, & “dSOFR” columns In this week's release RiskVal added “GB”, “IRR”, “Repo”, “NB” &...

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Jul 15, 2022
1 min

Trade Blotter Enhancement | Weekly Release 7/15/22

Enhancement Added closing date feature to show swaps as of date entered Traders who would like to price their swaps portfolio to a...

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Jul 15, 2022
2 min

Future CTD Scenario Analysis | Weekly Release 7/15/22

Enhancement Added Curve scenario to calculate the net basis along with a second set of PCA scenarios There have been two new sets of...

81 views0 comments

Jun 17, 2022
1 min

Sprd/Bfly Enhancement | Weekly Release 6/17/22

Enhancement Added ability to automatically create new strategy line item from residual graphs Traders can now create new strategy line...

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Jun 10, 2022
1 min

Bond Roll Enhancement | Weekly Release 6/10/22

[USD] Added an option to save forward Repo rate on restart Traders now have the option to save the forward repo they have entered in...

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Jun 10, 2022
1 min

Sprd/Bfly Enhancement | Weekly Release 6/10/22

Added option to set historical data & Y-axis as ticks or decimals From “Preferences”, traders can check their default price format in the...

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Jun 10, 2022
1 min

Historical Viewer Enhancements | Weekly Release 6/10/22

Enhancement #1: Added support for AUD TIPS To complete the TIPS data available in Historical Viewer, the AUD TIPS have been added. From...

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Jun 10, 2022
1 min

Forward Curve Analysis Enhancement | Weekly Release 6/10/22

Added ability to plot spread of multiple dates The Forward Curve Analysis allows traders to plot spot or forward curves live or...

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Jun 10, 2022
1 min

New Global IVSP Enhancement | Weekly Release 6/10/22

Added ability to send Matched Maturity SOFR Invoice spread to the Trade Blotter The New Global IVSP is mainly used to monitor the futures...

103 views0 comments

Jun 3, 2022
1 min

Basis Swap & Custom Basis Enhancement | Weekly Release 6/3/22

Enhancement Customized “Tail” added to lower IMM matrix When traders overwrite the customized “Tail” above the IMM matrix in the lower...

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Jun 3, 2022
1 min

Bond Roll Enhancements | Weekly Release 6/3/22

Enhancement #1: [USD] Added interpolated yield set of columns From “Table - Manage Columns” traders can add columns that are reflecting...

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Jun 3, 2022
1 min

Swap Box Enhancement | Weekly Release 6/3/22

Enhancement Added Sonia SFI future hedge to “Calculation” dropdown Traders can now calculate SONIA future (SFI) hedge of GBP, similar to...

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Jun 3, 2022
1 min

Market View – CCY Config Enhancement | Weekly Release 6/3/22

Enhancement Added curve configuration functionality for all currencies to allow users to control what curve data to subscribe to,...

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Jun 3, 2022
1 min

Calendar ASW Enhancement | Weekly Release 6/3/22

Added ability to set alerts on “SOFR” & “ESTR” columns Traders monitoring the SOFR and ESTR spreads on the Calendar ASW, can now set...

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Jun 3, 2022
2 min

Future CTD Scenario Analysis Enhancement | Weekly Release 6/3/22

Enhancement #1 Added “Apply” function for scenarios to bump yields accordingly For traders who would like to price the future based off...

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May 27, 2022
1 min

Calendar ASW Enhancement | Weekly Release 5/27/22

Enhancement Added “IRR OIS” & “IRR SOFR” rows to future table Traders can now view the IRR OIS & IRR SOFR for the front & back future...

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May 20, 2022
1 min

Future Net Basis Enhancement | Weekly Release 5/20/22

Added an option to save the repo Under the repo section, traders can <right-click> on the future columns, and from the dropdown select...

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May 20, 2022
1 min

CAD TBill Enhancement | Weekly Release 5/20/22

Added support for USD SOFR in XCCY analysis To calculate XCCY ASW column, traders can click on “Calculation” – “Calc XCCY ASW” and in the...

13 views0 comments

May 20, 2022
1 min

Trade Blotter Enhancement | Weekly Release 5/20/22

Forward Bucket Risk: Added support for KRW, SGD, HKD, CNY, INR, THB, TWD, & MYR swaps Traders looking at the emerging markets can now...

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May 20, 2022
1 min

Sprd/Bfly Enhancements | Weekly Release 5/20/22

Enhancement #1: Added “Refunding” event to Seasonality analysis, also available in Forward Swap Matrix Under the “Eco Event” anchor,...

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May 20, 2022
1 min

Bond Roll Enhancement | Weekly Release 5/20/22

Added ability to create custom formula columns, also available in Sprd/Bfly & Forward Swap Matrix To create custom formula columns: 1) ...

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May 13, 2022
1 min

New Global IVSP Enhancement | Weekly Release 5/13/22

Enhancement #1 [AUD] Added “Avg ASW YY” & “Avg IVSP YY” columns RiskVal added two new columns to show a simple average of 3s ASW YY &...

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May 13, 2022
1 min

Future Calendar Roll Enhancement | Weekly Release 5/13/22

Added “Impl SOFR D1 D2” column Note: Traders can add columns to user view from “Table” – “Manage Columns”.

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May 13, 2022
1 min

Sprd/Bfly Enhancement | Weekly Release 5/13/22

Enhancement Added “IVSPS dYY/IVSPS Stdev_d”, & “IVSPS 5BD dYY/IVSPS YY Stdev_d” columns; also supporting IVSPS Z, IVSPO YY/Z, and IVSP...

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May 13, 2022
1 min

Market View - Curves Enhancement | Weekly Release 5/13/22

[EUR] Added ability to set OIS- ESTR spread If the trader checks “Derived From ESTR” under “Preferences” in OIS curve, the short term and...

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May 13, 2022
1 min

Trade Blotter Enhancement | Weekly Release 5/13/22

Enhancement #1 Added “Fx Scenario (Spot x Time)” to “Calculation” menu Traders who trade FX Options can now take a look at the FX...

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May 13, 2022
1 min

Bond Roll Enhancement | Weekly Release 5/13/22

Enhancement #1 Added ability to include/exclude specific future rows Traders can click “Preferences” & in the dropdown select “Filter...

9 views0 comments

May 6, 2022
1 min

TBill Enhancement | Weekly Release 5/6/22

Added a column to show the carry and roll PnL to maturity along with repo Short end traders can now see the carry and roll to maturity...

9 views0 comments

May 6, 2022
1 min

TIPS Enhancement | Weekly Release 5/6/22

Added support for "3M C", "3M R", "3M C+R", "BEI C", and "Jun BEI C", "JUL BEI C", "AUG BEI C" columns For JPY TIPS traders, carry...

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May 6, 2022
1 min

CCY Bond Enhancements | Weekly Release 5/6/22

Enhancement #1: [JPY] Added ability to choose Clearing House Traders can change the default clearing house JSCC to LCH from “Preferences”...

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May 6, 2022
1 min

Sprd/Bfly Enhancement | Weekly Release 5/6/22

[USD] Added support for “CIX” function for CPI spot swaps In this release, traders can generate the CIX strings for CPI swap strategies...

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May 6, 2022
1 min

Market View - Basis Swap Enhancements | Weekly Release 5/6/22

Enhancement #1: [KRW] Added support for “KRW3S vs SOFR” From the “KRW” – “KRW3s vs SOFR” tab, traders can load the basis swap table. If...

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Apr 29, 2022
1 min

Global Preferences Enhancement | Weekly Release 4/29/22

Added ability to change meeting cutoff dates across RiskVal To further support traders on setting the global calculation preferences, in...

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Apr 29, 2022
1 min

Historical Viewer Enhancement | Weekly Release 4/29/22

Added support for SEK, NOK, CHF, DKK bonds & swaps In this release, SEK, NOK, CHF, DKK traders will be able to plot historical data of...

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Apr 29, 2022
1 min

CCY Sprd/Bfly Enhancements | Weekly Release 4/29/22

Enhancement #1: Added support for additional SOFR packs, bundles, and ability to specify starting month RiskVal now supports the...

12 views0 comments

Apr 29, 2022
1 min

Forward Swap Matrix Enhancements | Weekly Release 4/29/22

Enhancement 1: When sending vol trades to Trade Blotter sheet, enabled “Notional Hedge” Traders can now send “Notional Hedge” Vol...

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Apr 29, 2022
1 min

Future CTD Scenario Analysis Enhancement | Weekly Release 4/29/22

Updated delivery basket for TWE future In this week’s release, the TWEU2’s delivery basket has been updated according to the new CME’s...

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Apr 22, 2022
1 min

Market View - IRVol Enhancement | Weekly Release 4/22/22

[RV Analysis] Added “Vega3M Neutral” weight In RV Analysis under the “Weight” drop-down, once traders select “Vega3M Neutral” they can...

16 views0 comments

Apr 22, 2022
1 min

Forward Swap Matrix Enhancement | Weekly Release 4/22/22

Added CMT support for Spain, Belgium, & Nederland RiskVal added support for Spain (ES), Belgium (BE), & Nederland (NE) CMT rates. They...

8 views0 comments

Apr 22, 2022
1 min

Global Rates Monitor Enhancement | Weekly Release 4/22/22

Added ability to select swap curve for each currency Traders now have the option to select which curve to set for each currency’s swap...

6 views0 comments

Apr 22, 2022
1 min

Sprd/Bfly Enhancements | Weekly Release 4/22/22

Enhancement #1: Added ability to send TBAs to Historical Viewer sheet To streamline viewing TBAs in the Historical Viewer sheet, traders...

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Apr 22, 2022
1 min

Swap Box Enhancement | Weekly Release 4/22/22

Added support for user created TIPS Traders can now add user created TIPS (UWITII) to the Swap Box sheet. To create a new trade, click on...

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Apr 22, 2022
1 min

Future CTD Scenario Analysis Enhancement | Weekly Release 4/22/22

Added option to choose which bonds and WIs to include in the future’s delivery basket Traders can uncheck the “X” column for a specific...

38 views0 comments