Key Features in this Release:
Allow traders to load the previous business day’s closing levels in lieu of the real time data to use RiskVal’s analytics for Bond, Swap, Bond Future, and ED$
Added Implied Breakeven, Implied CPI, TIPS Implied Repo and Treasury Implied Repo
Added 3M IOTA carry, 3M IOTA roll, and 3M IOTA carry and roll
Enhanced the RV Analysis to have a “must include” list of bonds, of which, at least one must be in each strategy
Added the RV Analysis to generate top performing normal vol strategies
[USD] Extended CIX functionality to include SOFR hedge
[EUR]Added support for ITRX and Xover with historical data and the 1-day EUR ESTR rate as “ESTRON”
[GBP] Added spot and forward historical data for RPI swap rates including the ability to receive the spot and forward RPI and CPI swaps from the Forward Swap Matrix and Sprd/Bfly
Minor Fixes & Enhancements:
TIPS: Enhanced the logic behind the matched treasury bond
EUR SSA/AUD Semi:
Added highlighting to the User created WIs
[SSA] Added issue size filter to the Curve Analysis
Sprd/Bfly:
[EUR/GBP] Renamed “OISprd C+R” columns to “EONIA” and “SONIA”
[USD] Added support for the FR/IT/DE CT3, CT7, CT15
[USD/EUR] Added historical data to the IVSP SOFR/ESTR YY and IVSP SOFR/ESTR Z columns
Added the ability to plot multiple graphs for the ASW 3M carry, ASW 3M roll curve, OISprd 3M carry, and OISprd 3M roll curve
Market View – WI:
Added the convexity column for created WIs
[SSA] Added Auto-fill functionality according to the ticker
Calendar ASW: Removed the dependency on the ASW Spread type flag from the Global Preferences and added the ASW dYY and ASW dT
USD ED$ Fly: Added Color to the ED$ bundles
IT FRN CCTS: Updated the default view with the ASW Z heatmap and the ASW Z-score
Historical Viewer: Added the 2+ Parameter (X,Y,Z, Lamda) for USD