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Forward Curve Analysis Enhancements | Weekly Release 2/12/21

Enhancement #1

Allow traders to select and plot multiple CMT curves for multiple countries

When selecting multiple CCYs, the system allows traders to select and plot CMT curves.

Once traders select one country, they can hold <Ctrl key> and select other countries. Once the selection is made, they can select “CMT” from the “Curves” menu and hit “Plot

Also, when traders are selecting multiple CCYs, where one is EUR, RiskVal maps CMT DE to be EUR CMT curve.


Enhancement #2

Added the option to switch from “Forward Term” to “Tail Term” by clicking the “Fwd Term” button

Enhanced Forward Curve Analysis, so traders can plot tail curves for their strategies.

To switch to “Tail Term”, traders should click on “Fwd Term”, and then RiskVal will adjust the term drop-downs accordingly.

After checking boxes for “Tail Terms”, traders should hit “Plot” to apply and view changes.


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