RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/23/22
Key Features in this Release: Global Rates Monitor Added support for all CCYs on “Auto Build” CNY Bond Added support for ADBCH & EXIMCH...
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Forward Swap Matrix Enhancement| Weekly Release 9/23/22
Enhancement Added functionality to save Cross-Country RV Analysis configurations In this week’s release traders have option to save &...
CNY Bond Enhancement| Weekly Release 9/23/22
Enhancement Added support for ADBCH & EXIMCH Traders can now see ADBCH and EXIMCH from CNY Bond Roll Analysis. These new securities can...
Sprd/Bfly Enhancement| Weekly Release 9/23/22
Enhancement [Seasonality] Added support for ECB & BOE meeting dates, also available in Forward Swap Matrix In this week’s release, the...
Global Rates Monitor Enhancement| Weekly Release 9/23/22
Enhancement Added support for all CCYs on “Auto Build” RiskVal has expanded support for all CCYs in the Global Rates Monitor. To add a...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/16/22
Key Features in this Release: Sprd/Bfly [Seasonality] Added TBill auctions, also available in Forward Swap Matrix Forward Swap Matrix...
Trade Blotter Enhancement| Weekly Release 9/16/22
Enhancement Added Original Trade Date column for Realized P&L Traders can now add “Orig Trade Date” (Original Trade Date) from “Table” –...
Forward Swap Matrix Enhancement| Weekly Release 9/16/22
Enhancement [XCtry RV Analysis] Added ability to choose curve for each currency To access XCtry RV Analysis, click “Analysis” – “XCtry RV...
Sprd/Bfly Enhancement| Weekly Release 9/16/22
Enhancement [Seasonality] Added TBill auctions, also available in Forward Swap Matrix In this week’s release, traders can choose the...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/9/22
Key Features in this Release: Trade Blotter [Swaption] Added “Gamma N USD”, “Vega N USD”, & “Theta N USD” columns Forward Swap Matrix...
Future CTD Enhancement| Weekly Release 9/9/22
Enhancement Added a flag to switch the Gross Basis and Net Basis from 32s to decimals In this week’s release, users can choose to view...
CCY Bond Roll Enhancement| Weekly Release 9/9/22
Enhancement [RV Analysis] Added the Mean Reversion Return divided by the Daily Vol, with the ability to sort by this measure To access RV...
Forward Swap Matrix Enhancement| Weekly Release 9/9/22
Enhancement After configuring forward & tail terms, lower matrix data will be auto populated Traders can configure forward and tail terms...
Trade Blotter Enhancement| Weekly Release 9/9/22
Enhancement [Swaption] Added “Gamma N USD”, “Vega N USD”, & “Theta N USD” columns Traders can now add “Gamma N USD”, “Vega N USD”, &...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/2/22
Key Features in this Release: [User Experience] Future Roll How to configure future roll date and pricing TBill Added “OTR” to “Sctr”...
CB Rate Monitor Enhancement| Weekly Release 9/2/22
Enhancement Added meeting dates for BRL, MXN, CLP, COP Traders can now view meeting dates for Brazil, Mexico, Chile, & Colombia in the CB...
TBill enhancement| Weekly Release 9/2/22
Enhancement Added “OTR” to “Sctr” filter Traders can now view OTR TBills only by clicking on “Sctr” filter button on top of the sheet,...
Future Roll| Weekly Release 9/2/22
Enhancement In this week’s release, traders can find a refresher on how to configure future pair in RiskVal. From “Preferences” - “Global...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 8/26/22
Key Features in this Release: Market View - WI Added ability to share user created WIs Swap Box When sending trades to Trade Blotter,...
TBill Enhancement | Weekly Release 8/26/22
Enhancement Added ability to send Strip B/E Par Cpn to Hist Viewer with selected weighting method Traders can now send Strip B/E Par Cpn...