Trade Blotter Enhancements | Weekly Release 11/1/19
Enhancement #1 Added the ability to have re-order the trade types The traders now have the option to re-order security types as needed....
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CPI Swap Enhancement | Weekly Release 11/1/19
Enhanced EUR + FRF CPI Swap curves to use 24 monthly CPI To make the EUR and FR CPI curves more granular, we have added one more year of...
Bond Roll Enhancements | Weekly Release 11/8/19
Enhancement #1 RV Analysis: Expanded the options in the Butterfly Generator section to include “tolerance”. Also, made RV Analysis...
Sprd/Bfly Enhancements | Weekly Release 11/8/19
Enhancement #1 [Seasonality] “Normalize” has been turned on by default. When “Normalize” is checked on, the data will converge at “0”,...
Callable Bond Trade Sheet Enhancement | Weekly Release 11/8/19
Separated the Vol input from the Lognormal Vol inputs to price the instruments To open the menu to enter the Vol and the Lognormal Vol,...
Bond Roll Enhancements | Weekly Release 11/15/19
Enhancement #1 [JPY only] Updated “Orig” column to series that shows the market convention ticker prefixes instead of original issue year...
Conditional Curve Enhancement | Weekly Release 11/15/19
Enhanced cross-sheet usability by allowing traders to send strategies to the Trade Blotter sheet Traders can set their spread and...
CCY TIPS Enhancements | Weekly Release 11/15/19
Enhancement #1 [EUR only] Added the ability to configure different pricing sources for each country (also available in EUR TBill and EUR...
Sprd/Bfly Enhancements | Weekly Release 11/15/19
Enhancement #1 [EUR only] Added support for generic OTR Austrian 100 year bond (AT100) and French 50 year bond (FR50) Traders can now...
Market View – IRVol Enhancement | Weekly Release 11/22/19
Added Straddle Scenario P&L, which Vol traders can use to conduct Scenario Analysis across Spot and Fwd Straddle tabs. Traders will see...
Sprd/Bfly Enhancements | Weekly Release 11/22/19
Enhancement #1 Further enhanced the roll adjustment flags to simplify the meaning and location for traders to conveniently toggle their...
Bond Roll Enhancements | Weekly Release 11/22/19
Enhancement #1 RV analysis: added the CMT RVS as an option to run the analysis The RV Analysis helps traders efficiently narrow down...
Custom Basis Monitor Enhancement | Weekly Release 11/22/19
Added the 1M point for SOFR v FF, available in the Basis Swap Monitor and under Market View – Basis Swap
Bond Roll Enhancement | Weekly Release 11/29/19
Added a Cost of Carry & Bond Borrow tool for traders to compare the Fwd Repo and Breakeven Repo for a given forward date, and estimate...
Forward Swap Matrix Enhancement | Weekly Release 11/29/19
For AUD and NZD, added support for IMMFRA, IMMOIS, and IMMFRAOIS with history Support for both generic and specific IMMFRA, IMMOIS, and...
Swap Box Enhancement | Weekly Release 11/29/19
Added column to calculate XCCY ASW (also available in Custom Bond ASW), which uses the same method as the one in Bond sheets Traders can...
User Experience Enhancements | Weekly Release 11/29/19
In RiskVal’s ongoing efforts to improve the overall workflow and usability, this week’s release features a few adjustments to the RiskVal...
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