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Historical Viewer Enhancement | Weekly Release 8/28/20

Applied the “Flip ASW” preference in the Global Preferences menu to Asset Swap, OIS Spread, and Invoice Spread data series

Enhanced Global Calculation Preferences in this week’s release so trader can apply “Flip ASW” to the Asset Swap, OIS Spread, and Invoice Spread data series. The “Flip ASW” flag will show the Swap Spreads as Long the Swap and short the bond opposed to the default settings in RiskVal where it is set to long the bond and short the swap.

In the screenshot above, see the historical data for the selected series prior to turning on the “Flip ASW” flag.

To turn on the “Flip ASW”:

1- From the RiskVal’s main tab, a trader can select “Preferences” → “Global Preferences”

2- From the pop-up window search for “ASW”.

3- Under “Calculation Preferences” drop-down will show the “Flip ASW”

4- Check the box and click <Apply>

Next close the “Global Preferences” pop up window and in Historical Viewer select “Plot” to make sure that time series plot flips ASW.

Compared to the table above, the historical time series is flipped according the new flag’s setting.


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