Callable Bond Trade Enhancement | Weekly Release 7/16/21


Relabeled the “Sum (DV01)” to “Sum (OAS DV01)” and added the “Sum(IRDV01)”


Once traders check their bonds, and from the “Pricing” menu select “IRVol” – “Calc Implied…”RiskVal will calculate Sum fields.

In this week’s release, RiskVal renamed “Sum (DV01)” to “Sum (OAS DV01)”, and also added “Sum(IRDV01)” to match the Bucket risk