Market View – CCY Config Enhancement | Weekly Release 6/3/22

Enhancement


Added curve configuration functionality for all currencies to allow users to control what curve data to subscribe to, additionally in EUR they can choose which country to subscribe to


To help traders manage their data subscription limitations, in this week’s release, the option to turn off curves has been added. Click on “Market View” – “CCY Config”, in the lower section of the sheet, there will be the list of enabled currencies. From the currencies, enable/disable the proper curves. In addition, for EUR, traders can choose which countries to pull data for.


After the selection has been made, click on “Save User Config” and restart RiskVal.

Once the curves are deselected, they will no longer appear under “Market View”. Any associated columns or securities to the curves will no longer be valid.


Similarly, these curves are no longer in the Forward Swap Matrix and the associated securities are no longer valid.