RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/01/2023
Key Features in this Release: Future Net Basis Forecast o Added the ability to do a simple scenario analysis to the futures CCY Bond o ...
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Forward Swap Matrix Enhancement | Weekly Release 12/01/2023
Added the Curve Regression analysis Traders can now quickly launch regression graphs from the newly added second set of curve correlation...
Sprd/Bfly Enhancement | Weekly Release 12/01/2023
Added Custom regression set of columns to allow users to enter different curve benchmarks per line item In this week’s release, Riskval...
Bond Roll Enhancement | Weekly Release 12/01/2023
[RV Analysis] Added the ability to filter by the correlation The RV Analysis has been further enhanced to support regression analysis....
Future Net Basis Forecast Enhancement | Weekly Release 12/01/2023
Added the ability to do a simple scenario analysis to the futures The Future Net Basis Forecast is used to have an outlook on the...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/17/2023
Key Features in this Release: Forward Swap Matrix o Added second field for curve correlation analysis CCY Bond o Added map to generic...
RV Academy Enhancement | Weekly Release 11/17/2023
The recently revamped RVAcademy is now open for users, offering an enhanced learning experience on the latest features in RVFI. The...
Future Calendar Roll Enhancement | Weekly Release 11/17/2023
Added front open interest to total open interest ratio column “FT OI/Total OI” column has been added to show the front open interest to...
Historical Viewer Enhancement | Weekly Release 11/17/2023
Added ability to filter data points based on date/value range To load the value range filter, click “Preferences” – “Show Value Range”....
Sprd/Bfly Enhancements | Weekly Release 11/17/2023
#1: Added support for AUD generic TBills In this week’s release, RiskVal added support for AUD Generic TBills. Traders can enter the...
Bond Roll Enhancement | Weekly Release 11/17/2023
Added map to generic functionality for XCCY ASW From “Calculation- Calc XCCY ASW” traders can select Swap Spread method in the popup, and...
Forward Swap Matrix Enhancement | Weekly Release 11/17/2023
Added second field for curve correlation analysis In the Forward Swap Matrix sheet, traders can leverage second set of Correlation and...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/10/2023
Key Features in this Release: Future CTD o Added set of columns to calculate weighted number of future contracts using cheapest to...
USD SSA FRN Enhancement | Weekly Release 11/10/2023
Added difference between discount margin and matched maturity SOFR Spread Z set of columns In this week’s release, RiskVal added “DM - MM...
Conditional Curve Enhancement | Weekly Release 11/10/2023
Added the function to set the “offset” In this release, RiskVal added new “Offset” setting that solves for zero cost structures, sets the...
Trade Blotter Enhancements | Weekly Release 11/10/2023
#1: Added support for 1-month & 3-month ESTR futures To create a new tab with Future trade type, click the “New” button at the top of the...
Future CTD Analysis Enhancements | Weekly Release 11/10/2023
#1 Added set of columns to calculate weighted number of future contracts using cheapest to deliver “Wght DV01” In this week’s release,...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/03/2023
Key Features in this Release: EUR TBill o Added CMB RVS set of columns Market View – Basis Swap o [JPY] Added support for...
IT FRN CCT Enhancement | Weekly Release 11/03/2023
#1 Added “DM Crv – MM ASW” heatmap and Z-score set of columns To complete the set of “DM Crv- MM ASW” columns, the heatmap and Z-score...
Conditional Curve Monitor Enhancement | Weekly Release 11/03/2023
Added ATM Vol set of columns The ATM Vol set of columns have been added in the Conditional Curve Monitor. These columns will show the...
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