Market View – IRVOL Enhancement | Weekly Release 3/26/21

Added the RV Analysis to generate top performing normal vol strategies


In IRVOL, under the “Normal Vol” tab, traders can click the “RV Analysis” button. In the “Normal Vol RVAnalysis” window, traders can apply filters and click “Generate Strategies”. RiskVal will generate the best long/short outright, flattening/steepening spread, and long/short butterfly strategies.


After strategies have been generated, traders can select the strategies, then <right click> and choose “To Fwd Swap Matrix”.