RiskVal Guide

20-year Bond Future Enhancement | Weekly Release 3/4/22

Given the 20 year future will officially be traded on Monday, RiskVal has added the official ticker of TWE[H/M/U/Z]#. Future CTD Traders...

CCY Bond Enhancements | Weekly Release 2/25/22

Enhancement #1: Added “SSprd/ESprd/OISprd YY Carry” columns SOFR/ESTR/OIS Spread Yield to Yield Carry columns (“SSprd/ESprd/OISprd YY...

Market View - Curves Enhancement | Weekly Release 2/25/22

[INR] Added central bank meeting dates & ability to use them as fitting points To add the step to the front of the INR curve, traders can...

Corp Bond RV Enhancement | Weekly Release 2/25/22

Added ability to construct strategies using ISIN with an “Alias” description Traders leveraging the Corp Bond RV can now create their...

Forward Swap Matrix Enhancements | Weekly Release 2/25/22

Enhancement #1: [USD/EUR] Added support for SOFR/ESTR spot & forward swaptions In Forward Swap Matrix, traders can use the following...

Trade Blotter Enhancement | Weekly Release 2/25/22

Added ECH2 future options Traders can now enter ECH2 future options under the “Listed Option” section of the Trade Blotter. To open a...

TIPS Enhancements | Weekly Release 2/25/22

Enhancement #1: Added “SSprd/OISprd YY Diff” & “SSprd/OISprd Z Diff” set of columns “SSprd YY/Z Diff” columns show difference between...

Sprd/Bfly Enhancement | Weekly Release 2/25/22

Added “TCV” (Total Cash Value) column For traders who would like to see total cash value for their positions in the Sprd/bfly sheet,...

Basis Swap Enhancement | Weekly Release 2/18/22

Enhancement [EUR] Added up to 30yr forwards for ESTR vs SOFR From the “ESTR vs SOFR” tab, traders can hit “Calc Fwd” to load the “Fwd”...

CCY Bond Enhancements | Weekly Release 2/18/22

Enhancement #1: In Multi Graph popups, added a flag to plot timeseries on multiple Y or single Y axis, also available in Forward Swap...

XCCY ASW Enhancements | Weekly Release 2/18/22

Enhancement #1: Added OIS as an index choice for GBP/CAD/JPY/AUD In “CCY Bond” tabs and “CCY SSA” tabs, OIS has been added as the default...

Sprd/Bfly Enhancement | Weekly Release 2/18/22

Enhancement #1 [Seasonality] Added ability to configure monthly date range Traders looking to see historical partitioned by certain days...

Forward Swap Matrix Enhancement | Weekly Release 2/11/22

Added support for JPYOIS vs JPY3s basis swap Traders can enter “BSJO3S-#”, “BSJO3S-#x#” & “IMMBSJO3S[H/M/U/Zx#]” codes under the JPY tab....

CCY TIPS Enhancement | Weekly Release 2/11/22

Enhancement Added non seasonality adjusted OTR IOTA sets of columns For traders who would like to see On-the-Run Zero Coupon Inflation...

Sprd/Bfly Enhancements | Weekly Release 2/11/22

Enhancement #1: [Seasonality] Added option to adjust the number of trading days displayed under the specific date range Under the “Date...

Bond Roll Enhancement | Weekly Release 2/11/22

Enhancement #1 Added outstanding size, issue size, float size, fed holding size, & free float set of columns in market value terms Added...

Market View - IRVOL Enhancement | Weekly Release 2/11/22

Added forward/tail matrices for payer/receiver skew To help visualize the “Receiver Skew” and “Payer Skew”, these grids were added to the...

Forward Swap Matrix – RV Analysis Enhancements | Weekly Release 2/4/22

Enhancement #1 Added the Stdev_d column Standard Deviation over daily change, otherwise known as the daily vol, has been added to the RV...

Sprd/Bfly Enhancements | Weekly Release 2/4/22

Enhancement #1: Added Exp Ret/Stdev column, also available in the Forward Swap Matrix From “Table” – “Manage Columns” traders can add...

EUR Bond CoD Graph Enhancement | Weekly Release 1/28/22

Added ESprd YY & IVSPE YY levels Traders can add ESprd YY and IVSPE YY levels to the change on the day floating graph. From “Preferences”...