7 days ago 1 min Central Bank Rate Enhancement | Weekly Release 5/7/21 Added Curve Analysis and an option to plot live and cumulative steps for each Central Bank meeting date Under “Analysis” – “Curve...
7 days ago 1 min Forward Curve Analysis Enhancements | Weekly Release 5/7/21 Enhancement #1 Added the SOFR/ESTR for USD/EUR respectively, as well as the OTR Spline Curve plotting options Under the “Curve” menu,...
7 days ago 1 min Trade Blotter Enhancement | Weekly Release 5/7/21 Adjusted pricing BRL swaps by including the USDBRL FX Forward curve The BRL swaps pricing has been adjusted to use the USDBRL FX forward...
Apr 30 1 min Treasury Auction Viewer Enhancement | Weekly Release 4/30/21 Added the UST 20 year bond series After setting “Issuer” to “USD”, traders can select “20Y” from the “YearSection” dropdown. Traders must...
Apr 30 1 min CMT Monitor Enhancement | Weekly Release 4/30/21 Added the OIS Sprd YY/Z and the ASW YY/Z as the spread types with historical data In the “Choose a Spread type” dropdown, “ASW YY”, “ASW...
Apr 30 1 min USD S+SP Enhancements | Weekly Release 4/30/21 Added historical data for the Whole Bond (WB) column and daily change, heatmap, and Z-score for Yld -WB spread To access historical data,...
Apr 30 1 min Forward Swap Matrix Enhancements | Weekly Release 4/30/21 Added a “Beta Matrix” to show the beta values for various input combinations based on the input selection Traders can highlight a number...
Apr 30 2 min Trade Blotter Enhancements | Weekly Release 4/30/21 Enhancement #1 Added the Emerging Markets Swap Risk, similar to the Bucket Risk EM Swap risk panel is specifically for emerging market...
Apr 30 1 min WI 30 and WI SP30 Enhancements | Weekly Release 4/30/21 Create the UWI: 1- Click on “New” at the top 2- In the pop up select, the current 30 year on- the-run from the benchmark dropdown 3-...
Apr 23 1 min WI TIPS Enhancement | Weekly Release 4/23/21 Enhanced how RiskVal estimates the WITII total roll where the rolldown is calculated using the CMT RYld curve WI TIPS “Total Roll (bp)” =...
