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Market View - IRVol Enhancement | Weekly Release 11/19/21

Added ability to upload vol spreads to ATM (Skew)

In this week’s release, Vol traders have the option to import Skew under the IRVol tab. Under the “IRVOL” – “Actual Skew” tab, traders can access sample CSV file for Actual Skew importing by clicking on “Help”.

  • Once vol traders make changes to Actual Skew sample file, click on "Browse", select and open CSV file and then hit "Upload File".

  • To revert to RiskVal’s Actual Skew, traders can click on “Load RiskVal Skew” button.

  • Also, if traders override Actual Skew table, RiskVal will pick up the value in “Skew Live” table.


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