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Bond Roll Enhancement | Weekly Release 11/17/2023

Added map to generic functionality for XCCY ASW


From “Calculation- Calc XCCY ASW” traders can select Swap Spread method in the popup, and RiskVal will adjust XCCY ASW column accordingly.

Once column populates, traders can access historical timeseries and adjust to load generic timeseries. For available bonds, RiskVal will allow traders to check “Generic” checkbox.


Note: To turn on the generic, click on “Preferences” - “Graph” – “Map to Generic

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