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Market View Enhancements | Weekly Release 08/07/2023

Enhancement #1: [IRVOL] Added ability to specify PCS for each cell

Under the “IRVOL” – “CCY” – “Normal Vol” tab, RiskVal added a “PCS” tab that specifies the PCS for each cell.

To make changes in the PCS, traders can <right-click> a cell and select the “Edit Selection PCS” menu. Once the pop-up window opens, traders can enter the PCS under the “PCS1”, “PCS2”, & “PCS3” boxes. Then, click the “Save” button to apply the setting.

Note: If traders want to apply the changes for all other cells, please check the “Apply All” check box.

Enhancement #2: [CT] Added support for Ireland/Finland 15y & 20y as well as Netherlands 20y

In this week’s release, Riskval added support for Ireland/Finland 15Y & 20Y | Netherlands 20Y Current Treasury (CT) bonds in RVFI. The CT bonds can be viewed in the “Market View” – “CT” – “EUR” tab. Also, traders can view the bonds in the “Sprd/Bfly” window by entering “IE##”, “FI##”, & “NL##” tickers, respectively.


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