CAD Prov Enhancement | Weekly Release 4/10/20

Added ability to set CANHOU as the comp treasury

Traders can now set Canadian mortgage bonds (CANHOU) as the comparative treasury in the CAD Prov sheet. This allows traders to easily compare any Canadian provincial bond to a CAD mortgage bond without having to go through the process of generating several strategies in the CAD Sprd/Bfly window.

There are two options for setting CANHOU bonds as the comp treasury: either for an individual provincial bond or for all bonds in the province. To set CANHOU as the comp treasury for an entire province click Tools – Set Comp Trsy Province. In the pop-up window choose CANHOU under the “Select” column and click “Apply”

To set a CANHOU bond as the comp treasury for an individual provincial bond, right click in the Comp Trsy column, select “Set Comp Trsy Province”, choose CANHOU and click “Apply”.

  • LinkedIn - Black Circle
  • Twitter - Black Circle

RiskVal Financial Solutions, LLC, is a global supplier of SaaS for trading strategies, risk management, and portfolio management. RiskVal provides software such as analytics and trading systems in fixed-income, credit derivative, equity, foreign exchange, and derivative securities.

Copyright © 2020 RiskVal Financial Solutions, LLC. All rights reserved.