RiskVal Guide

Sprd/Bfly Enhancements | Weekly Release 4/16/21

Enhancement #1 Added Carry, Rolldown and Carry+ Rolldown columns for IVSP YY, IVSPO YY, and IVSP SOFR/ESTR YY To add IVSP YY, IVSPO YY...

Basis Swap Enhancement | Weekly Release 4/16/21

Changed “SOFR vs USD3s” to use the actual market data To access SOFR vs USD3s data, traders can navigate to “Market View” – “Basis Swap”...

User Experience Enhancement | Weekly Release 4/16/21

The enhancement described in this section of the release note applies throughout the whole application. Enhancement: Added the ability to...

Forward Swap Matrix Enhancements | Weekly Release 4/16/21

Enhancement#1 Added support for CMS strategies (format CMS# or CMS#X#); lower CMS matrix has the live and historical data Traders are now...

Alert Monitor Enhancements | Weekly Release 4/16/21

Added a tab to show all enabled alerts across all initialized sheets and tabs, with the ability to edit, delete, and mute alerts in one...

Future NetBasis Forecast Enhancement | Weekly Release 4/9/21

Add "Tabs" function to allow users to create and save tabs for different contracts Traders can analyze multiple future contracts by...

Sprd/Bfly Enhancement | Weekly Release 4/9/21

Added "CIX YldSprd(mid)" option to the CIX menu, in addition added CIX Settings to the “Global Preference” menu To access the newly added...

TIPS Enhancements | Weekly Release 4/9/21

Enhancement #1 [GBP] For Inflation traders interested in analyzing linkers against the SONIA curve, RiskVal added “SONIA Sprd Z” and...

S+SP Enhancements | Weekly Release 4/2/21

Enhancement #1 Added “MM S Yld Sprd” column to show the yield spread between the matched maturity strip coupon (S) and the strip...

New Global IVSP Enhancement | Weekly Release 4/2/21

Added carry, roll, and carry+ roll columns for IVSP SOFR/ESTR YY columns, also available in the USD/EUR IVSP Added “IVSP SOFR/ESTR YY C”,...

Sprd/Bfly Enhancements | Weekly Release 4/2/21

Enhancement #1 Added regression weights based on daily change OISprd Z, OISprd Z-score, and OISprd Z standard deviation Enhanced...

OTC vs. Exchange VOL Enhancements | Weekly Release 4/2/21

Enhancement #1 Extended historical data for EUR In the OTC vs Exchange Vol Analysis, historical data was extended for EUR. <Double click>...

Bond Roll Enhancement | Weekly Release 4/2/21

Added “XCCY Fixed Yld” columns to convert bond cashflow into another CCY cashflow and imply the yield, also available in the SSA sheets...

Bond Roll Enhancement | Weekly Release 3/26/21

Enhanced the RV Analysis to have a “must include” list of bonds, of which, at least one must be in each strategy To access RV Analysis...

Tips Enhancements | Weekly Release 3/26/21

Enhancement #1 Added Implied Breakeven, Implied CPI, TIPS Implied Repo and Treasury Implied Repo Implied BEI and Implied CPI Calculation...

Market View – IRVOL Enhancement | Weekly Release 3/26/21

Added the RV Analysis to generate top performing normal vol strategies In IRVOL, under the “Normal Vol” tab, traders can click the “RV...

Sprd/Bfly Enhancements | Weekly Release 3/26/21

Enhancement #1 [USD] Extended CIX functionality to include SOFR hedge Allow traders to create CIX strings for strategies that include...

User Experience Enhancements | Weekly Release 3/26/21

Allow traders to load the previous business day’s closing levels in lieu of the real-time data to use RiskVal’s analytics for Bond, Swap,...

Historical Viewer Enhancement | Weekly Release 3/26/21

[GBP] Added spot and forward historical data for RPI swap rates including the ability to receive the spot and forward RPI and CPI swaps...

Sprd/Bfly Enhancement | Weekly Release 3/19/21

Expanded the Mean reversion return and the Expected return columns to OIS, SOFR/ESTR spreads Under the “default” view, traders can find...

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