TIPS
Enhancement: Added ESTR Sprd YY, ESTR Sprd Z, ESTR Sprd Z Diff sets of columns
Added live, daily change, rich cheap heatmap, & z-score columns for ESTR Sprd YY (“ESprd YY”), ESTR Sprd Z (“ESprd Z”), & ESTR Sprd Z Diff (“ESprd Z Diff”).
Note: Traders can add these columns from “Table” – “Manage Columns”
New Global IVSP
Enhancement: Added “Dlv ESTR” & “IRR ESTR” columns
Note: Traders can add these columns from “Table” – “Manage Columns”
Basis Swap & Custom Basis Enhancement: Added support for ESTR vs EUR3s
Traders can find support for ESTRvsEUR3s in the Basis Swap and Custom Basis sheets.
Traders can hover over “Live” column to see equivalent Bloomberg‘s ticker <EEOBVC#> followed by a pricing source that RiskVal is pulling.
Traders can change default pricing source by overwriting “PCS” column with supported pricing source or leveraging “PCS” button.
Spread/Butterfly
Enhancement: Added “IVSPE 2BD dYY”, “IVSPE 3BD dYY”, “IVSPE 5BD dYY”, “IVSPE 10BD dYY”, and “IVSPE 1M dYY” columns
From "Table" - "Manage Columns" traders can add “IVSPE 2BD dYY”, “IVSPE 3BD dYY”, “IVSPE 5BD dYY”, “IVSPE 10BD dYY”, and “IVSPE 1M dYY” columns.
