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CCY Bond Enhancements | Weekly Release 2/18/22

Enhancement #1:

In Multi Graph popups, added a flag to plot timeseries on multiple Y or single Y axis, also available in Forward Swap Matrix

To create a Multi Graph, select a cell, hold the <Ctrl> key, select another cell, <right click> & choose “Multi Graph”.

In the Multi Graph popup window, a “Multi-Y” checkbox has been added. When this box is checked, multiple Y axes will be plotted on the graph.

When it is unchecked, only one Y axis will be used to plot the timeseries.

Note: “Multiple Y Axis” can also be controlled under “Preferences” – “Graph”. When it is checked, all historical graphs that are opened will be plotted with multiple Y axes. When it is unchecked, historical graphs that are opened will be plotted with only one Y axis.

Enhancement #2:

[MYR] Added Forward ASW YY/T/Z columns to currencies with “Off-Shore” curves

FOffASW YY”, “FOffASW T”, & “FOffASW Z” columns have been added to the MYR Bond sheet.

A forward date must be entered into the “Fwd Dt” box in order for these columns to populate. Traders can enter a forward period, such as “3M” in this field & RiskVal will automatically calculate the forward date. An exact date can also be entered into this field as well using “MM/DD/YYYY” format.

Note: These columns can be added from “Table” – “Manage Columns


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