RiskVal Guide

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...

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,...

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...

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...

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”...

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...

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...

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” &...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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...

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,...