RiskVal Guide

Forward Swap Matrix Enhancements | Weekly Release 09/22/2023

Enhancement #1: [EUR] Added support for IMM Annual Money Market, IMM Semi-Annual Bond, & IMM Quarterly Money Market Traders can enter...

Historical Viewer Enhancement | Weekly Release 06/23/2023

From the Series table, traders can open “Series Chooser” and select “Swap” – “Fwd SOFR – IMM” – “USD” – “ED##” – “#M/Y” and plot IMM SOFR...

AUD Sprd/Bfly Enhancement | Weekly Release 3/24/2023

Traders can now add Tbills from other countries in AUD Sprd/Bfly, following the format [Country Code]#M or [Country Code]B#. For example,...

Historical Viewer Enhancement | Weekly Release 3/10/2023

Traders can now add the HKD IMM swaps to Historical Viewer. From the “Data Series Chooser” pop-up window, traders can select “Swap” –...

TBill enhancements| Weekly Release 11/04/22

Enhancement 1: [USD] Added support for 4-month bill, including adding a generic “4M” bill in the Sprd/Bfly with historical data Added...

Historical Viewer Enhancement| Weekly Release 10/07/22

Enhancement Added support for French TBills From the Series table traders can open “Series Chooser” and select “Bond-TBill -OTR” – “FRF”...

Forward Swap Matrix Enhancements | Weekly Release 4/29/22

Enhancement 1: When sending vol trades to Trade Blotter sheet, enabled “Notional Hedge” Traders can now send “Notional Hedge” Vol...

Trade Blotter Enhancements | Weekly Release 8/27/21

Enhancement #1 Added the ability to enter the DV01 as “50K” or “1M” for bonds and swaps In the Bond and Swap sections of the Trade...

Sprd/Bfly Enhancements | Weekly Release 5/14/21

Enhancement #1 Enhanced “IVSP YY” column to show the spread of swap spread to the future’s ASW YY Invoice spread Enhanced Sprd/Bfly sheet...

RiskVal Fixed Income (RVFI) Weekly Enhancements - 4/16/21

Key Features in this Release: Alert Monitor Added a tab to show all enabled alerts across all initialized sheets and tabs, with the...

Sprd/Bfly Enhancements | Weekly Release 3/12/21

Enhancement#1 Added “+/- stdev” checkbox so traders can specify number of standard deviations they would like to plot, also available in...

RiskVal Fixed Income (RVFI) Weekly Enhancements - 1/22/21

Key Features in this Release: [New] CMT Monitor Added a CMT monitor to show all the CMT curves of all active countries Trade Blotter In...