top of page

CCY Bond Roll Enhancement | Weekly Release 6/14/2024

# 1: Added support for Key Risk (DV01), also available in Trade Blotter


In this week’s release, RiskVal has added support for the "Key Risk (DV01)" analysis in the CCY Bond sheet. Traders can generate the analysis by <right-clicking> a cell and navigating to the "Risk/Hedge" - "Key Risk (DV01)" menu.


# 2: Added an option to open multiple Curve Analysis windows


In this week’s release, traders are now able to open multiple “Curve Analysis” pop-up windows in CCY Bond sheets. To do this, traders should go to the “Preferences” – “Graph” – “Curve Analysis” – “Show Multiple Analysis Windows/Number of Curve Analysis windows” menus to activate the option and choose how many “Curve Analysis” pop-up windows to open.


# 3: [INR] Added a column to show whether a bond is a “FAR” bond


“FAR Bond” column has been added to INR Bond sheet. Traders can add it to their view from “Table” – “Manage Columns”. FAR Bond indicates whether a security can be invested under the Fully Accessible Route (FAR). “Y” indicates the bond is a FAR Bond. “N” indicates it is not. Traders can also filter the sheet based on FAR Bond status using the “FAR Bond” filter button at the top of the sheet.


bottom of page