Custom Basis Swap Monitor Enhancement | Weekly Release 3/13/20

Enhanced IMM history table with forward & tail gap graphs (also in Basis Monitor)


To show traders a more visual representation of the Gap, the charting capability was added to the IMM Hist and IMM tabs at the bottom of the Basis Monitor.

When looking at these measures, you may need to click on “Calc FWD” in the “Fwd” tab.

  • 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.