Key Features in this Release:
Added an option to activate alerts after a set number of minutes once RiskVal is fully initialized and connected to the Market Data
Added a notification frequency option to send an alert either “Only Once” or “Every Occurrence”
Added an option to group alert emails to use a batch interval
Added Tool Tips to describe what each setting represents
Alert configuration settings are shared with the “Alert Management” for Sprd/Bfly and Forward Swap Matrix, etc, such that we removed the dependency from the “Global Preferences”
Added historical data for the “Front Open Interest” and the “Back Open Interest” columns
Added the WTD dSprd, MTD dSprd, 3M Lo Sprd, and 3M Hi Sprd columns
Added a “0 Fly” column to allow the user to select two bonds to create butterflies by using the bonds in between as the belly for each line
Minor Fixes & Enhancements:
Swap Box: Prices will be shown in Ticks only for USD, others will be in decimal format
Historical Viewer: Resized the legend to reduce the “grey area” and better show the historical graph
Future Net Basis Forecast: Adjusted the “Yld Factor” to be overwritable
Previous week's release - CCY Bond, Calendar ASW, Trade Blotter, Forward Swap Matrix and Alet Monitor enhancements