Basis Swap/Custom Basis Enhancement | Weekly Release 10/29/21

[NZD] Added Support for NZDOIS vs SOFR


In this week’s release, RiskVal added support for NZDOIS vs SOFR in the Basis Swap and Custom Basis sheets.

Traders can hover over “Live” column to see equivalent Bloomberg ticker <NDXOQQ#> followed by a pricing source that RiskVal is pulling.

Traders can change default pricing source by overwriting “PCS” column with supported pricing source or leveraging “PCS” button.