RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/11/19

Key Features in this Release:


Future CTD Scenario Analysis Enhancement

  • Added the Wildcard Option Price in tick and bps for USD Bond Futures

Swap Box Enhancement

  • Allow traders to transform their trading strategy into an email with a new “Send as Email” feature. Traders can specify the email recipient(s) & receiver(s), to generate a snapshot of the trade details as well as the spread graph of the 3-month history. Currently only supported for spread trades

Trade Blotter Enhancement

  • Officially renamed the ‘Bond Trade’ as the Trade Blotter, which we advise traders replace as their comprehensive trade sheet, instead of managing individual trade sheets

  • Product Coverage: Bond, Future, Swap, Swaption, FRA, Listed Option, Basis Swap, XCCY Basis Swap, FRN, FX (Spot/Fwd, Option, and Exotic), Cap Floor, CMS Option, CMS Spread Option

EUR Sprd/Bfly Enhancement

  • Added support for generic Cyprus tickers (CY5, CY10, CY15, CY30)

Market View: WI Enhancements

  • Added ability to create aliases for user-created WI bonds to set an identifying name instead of the generic UWI Ticker, which traders can reference in the Sprd/Bfly

  • Added CMT Curve which traders can use to calculate the Curve component in estimating the WI Roll


Bug Fixes & Minor Enhancements:


Libor Curve [EUR only]: Refined the CMT and Z-Spread Spline curve weighting method for all EUR countries, such that the default weight is based on Issue Size, rather than the Free Float which is no longer updated by ECB


Trade Blotter:

  • Updated “Schedule Export” function to include all trade types (previously excluded FX Spt/Fwd and FX option)

  • FX Option Trade: Added DV01 column

User Experience: Across the Bond Roll, CCY SSA, and Sprd/Bfly, we reorganized the right-click menu for easier navigation

  • LinkedIn - Black Circle
  • Twitter - Black Circle

RiskVal Financial Solutions, LLC, is a global supplier of SaaS for trading strategies, risk management, and portfolio management. RiskVal provides software such as analytics and trading systems in fixed-income, credit derivative, equity, foreign exchange, and derivative securities.

Copyright © 2020 RiskVal Financial Solutions, LLC. All rights reserved.