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 &...
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”.
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...
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...
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...
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...
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...
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...
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”...
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...
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...
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...
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...
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...
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...
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...
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...
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...
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...
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...