RiskVal Guide

Trade Blotter Enhancement | Weekly Release 1/28/22

Enhancement: [USD]Added ability to choose SOFR swap points for Key Rate risk Traders who would like to hedge their strategies with SOFR...

CB Rate Enhancement | Weekly Release 1/28/22

Curve Analysis will be plotted using SOFR/ESTR curve for USD/EUR, respectively In the Curve Analysis graph, “Live” & “Cumul Steps”...

Corp Bond RV Enhancement | Weekly Release 1/28/22

Enhancement1: Added Ticker, Country, & Maturity Range filters Ticker, Country & Maturity Range filters are added to Corp Bond RV. Click...

Bond Roll Enhancement | Weekly Release 1/28/22

Added “$Ann SSprd/ESprd C+R” column with the live graph From “Table” – “Manage Columns” traders can add “$Ann SSprd/ESprd C+R” columns to...

Market View - WITII Enhancement | Weekly Release 1/28/22

Added support for EUR linkers Traders can now create EUR When-issue TIPS under the “EUR” tab. To create new WI TIPS bonds, traders can...

RV Analysis Enhancement | Weekly Release 1/28/22

Enhancement #1: [CCY Bond] Added OIS/EONIA/SONIA Sprd YY measures Added “EONIA Sprd YY”/ “SONIA Sprd YY” to the dropdowns in the EUR/GBP...

Sprd/Bfly Enhancements | Weekly Release 1/28/22

Enhancement 1: Added “Sprd Min”, “Sprd Max”, & “Sprd Max-Min” columns, also available in the Forward Swap Matrix Trader can add Minimum...

Fed Fund Simulation Enhancements | Weekly Release 1/28/22

Enhancement #1: Added the SER Future tab To continue the transition into SOFR, the USD-SER tab has been added to the Fed Fund Simulation....

TBill Enhancement | Weekly Release 1/21/22

Added the “Map to Generic” flag to allow the T-Bills to pull the generic historical data STIR traders now have the option to see the...

Future Calendar Roll Enhancement | Weekly Release 1/21/22

Added “Diff SSprd Z”/ “Diff ESprd Z” & “D2 Diff SSprd Z”/ “D2 Diff ESprd Z” columns to USD/EUR tabs, respectively Added columns to show...

Sprd/Bfly Enhancements | Weekly Release 1/21/22

Enhancement #1: Added ability to set alerts on spot/forward SOFR/ESTR spread metrics, also available in Swap Box Traders can now set...

RV Analysis Enhancement | Weekly Release 1/21/22

Added SOFR/ESTR asset swap measures In the RV Analysis, RiskVal added SSprd YY/T/Z & ESprd YY/T/Z under the “Measure” dropdown. Once...

Forward Swap Matrix Enhancements | Weekly Release 1/21/22

Enhancement #1: Added support for broken date CPI swaps, also available in Sprd/Bfly Traders can now enter broken date CPI swaps using...

Market View - IRVOL Enhancements | Weekly Release 1/21/22

Enhancement#1: Enhanced the IRVOL to pull in the SOFR Vol The live Vol pulled has been switched from the Vol with LIBOR as the index to...

Trade Blotter Enhancements | Weekly Release 1/21/22

Enhancement #1: Added support for SOFR future options & SOFR midcurve options, also available in Listed Option SABR model Traders can now...

Market View - WI Enhancements | Weekly Release 1/14/22

Enhancement #1: Set Risk Free Rates as default “Sprd Method” & added them to the “Roll Method” dropdown Due to the recent Libor...

Global Macro Enhancements | Weekly Release 1/14/22

Enhancement #1: Added historical data and Multi Graph Charting options Traders can <double-click> on the columns that have light blue...

Sprd/Bfly Enhancements | Weekly Release 1/14/22

Enhancement #1: Added code to show the On-the-Run as a price The generic On-the-Run bond price is now supported under the “Sprd” column...

Bond Roll Enhancement | Weekly Release 1/14/22

Added ability to set alerts on “SSprd” & “ESprd” set of columns in USD & EUR bond sheets, respectively Traders can set the alerts for the...

20-Year Bond Future Enhancements | Weekly Release 1/14/22

Enhancement #1: Updated NTT code to the CME 20Y bond future specifications Given that CME released the specifications of the 20-year...