Weekly enhancement

5 days ago
2 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/23/20

Key Features in this Release: CCY Bond [EUR] Enhanced the color management in the Curve Analysis so traders can use different colors for ...

28 views

Oct 16
2 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/16/20

Key Features in this Release: LIBOR Transition: SOFR Discounting Solution As the USD swap market is transitioning from OIS to SOFR discou...

35 views

Oct 9
2 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/9/20

Key Features in this Release: New Global IVSP Added Alert Management so traders can set alerts on Invoice Spreads, Net Basis, Implied Rep...

29 views

Oct 2
2 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/2/20

Key Features in this Release: Roll Adjustments Centralized the roll adjustment settings to keep consistency between the Bond Roll and the...

49 views

Sep 25
2 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/25/20

Key Features in this Release: Docked Floating Windows In the Global Preferences, added a flag to give traders the option to automatically...

31 views

Sep 18
2 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/18/20

Key Features in this Release: Bond Roll [EUR] As the EU has announced plans to sell $267 billion Green Bonds as part of its pandemic reco...

39 views

Sep 11
1 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/11/20

Key Features in this Release: CCY Sprd/Bfly Added an option to select weekly change from multi graph selection; also available for Regres...

47 views

Sep 4
1 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/4/20

Key Features in this Release: CCY Bond [EUR] Added the ESTR YY and EST ASW Z set of columns RVAnalysis – Added a column for Convecity Adj...

44 views

Sep 4
1 min

CCY SSA + Covered Enhancement | Weekly Release 9/4/20

Added columns for Trsy ASW Z and ASW Z Diff as a difference between the Comp Trsy ASW Z and SSA bond ASW Z Enhanced CCY SSA + Covered she...

10 views

Aug 28
2 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 8/28/20

Key Features in this Release: Trade Blotter Enhanced the Summary panel such that traders can calculate the Greek P&L for swaption trade t...

25 views

Aug 21
1 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 8/21/20

Key Features in this Release: Global Preferences: Added variety of font (size) options for table, worksheet title and system font Basis M...

33 views

Aug 14
1 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 8/14/20

Key Features in this Release: Forward Swap Matrix Added historical data to Expected Return and Mean Reversion Return fields in RV Analysi...

35 views

Aug 7
1 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 8/7/20

Key Features in this Release: [NEW] USD Agency DN Created a new USD Agency Discount Notes (“DN”) sheet for agency traders to analyze Zero...

36 views

Jul 31
1 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/31/20

Key Features in this Release: Trade Blotter In further preparation of the SOFR transition, traders can price SOFR swaps using LCH clearin...

20 views

Jul 24
1 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/24/20

Key Features in this Release: ESTR Curve As the EUR IRS market is moving from OIS to ESTR discounting, RiskVal added an ESTR curve such t...

49 views

Jul 17
1 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/17/20

Key Features in this Release: 3-Year Treasury Note Future This week’s release features the relaunch of the 3-Year T-Note future with comp...

27 views

Jul 10
2 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/10/20

Key Features in this Release: Sprd/Bfly Enhanced historical graphs with an added flag for traders to see roll adjusted historical data wi...

42 views

Jul 2
1 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/3/20

Key Features in this Release: Bond Roll Added hedge columns for SOFR YY, OIS YY, and ASW YY to calculate the swap hedge ratio using Match...

35 views

Jun 26
1 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/26/20

Key Features in this Release: Key Features in this Release Sprd/Bfly For cross currency spread and butterfly strategies, added the FX adj...

32 views

Jun 19
2 min

RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/19/20

Key Features in this Release: Sprd/Bfly Reintroduced the real-time intraday charts for yield (or yield spread), asset swap, invoice sprea...

27 views

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