Future Calendar Roll Enhancement | Weekly Release 9/4/20

Added R/C OIS Z column with historical data


In the Future Calendar Roll sheet added the R/C Overnight Indexed Swap(OIS) Z column, similar to the R/C ASW YY replacing the ASW YY with OIS Z .

R/C OIS Z = (Fwd Diff OIS Z - Spot Diff OIS Z)* flip ASW sign

This feature is available for all currencies with auto build enabled, and historical data is also available.

  • 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.