top of page

RiskVal Fixed Income (RVFI) Weekly Enhancements - 4/3/20

Key Features in this Release:

  • Added “Tool” – “Take Screenshot” to all floating windows to make it easier for traders to generate & share a snapshot of their RiskVal screen with clients and colleagues

  • Added an option to “Gather off-screen windows here” to help traders who restore their back up and have their floating windows saved out of the current pc’s screen space

  • Created a floating window to summarize the current market performance across the most liquid points in the US market for TBill, Inflation BEI, and Treasury Bonds

  • Introduced a dedicated Sprd/Bfly windows for INR, IDR and ZAR currencies for EM traders to send potential trading strategies from the corresponding Bond sheet

  • Enhanced the “Help” – “Format References” for USD & EUR Sprd/Bfly sheets containing a complete list of supported strategy formats. We will continue to make this available for traders to references across all CCY Sprd/Bfly

  • Enhanced CAD OIS to use the CAD 3M vs OIS basis to derive the OIS rate beyond the 5y point. Added a flag “use 3M OIS Basis” flag for option to use the CAD basis for 2Y – 5Y OIS rates

  • Added the EUR 6M vs USD 3M XCCY Basis

  • Added columns for the Invoice Yield of the Front and Back Contract

Minor Fixes & Enhancements:

Forward Swap Matrix: Enhanced the RV Analysis and renamed the Long Sprd to Flattening Sprd (-1/1) and Short Sprd to Steepening Sprd (1/-1). Also reflected in Bond Roll RV Analysis

Trade Blotter- Basis Swap: Added “IMM” column to the default view such that traders can check this to construct an IMM Basis Swap

CCY Bond: Renamed the Free /Float, Out Sz, to Free/Float B and Out Sz B respectively, as well as removed the decimals from the column

Log In Screen: Added the choice to login in to the System time zone, in addition to the standard options which include Asia, New York, Chicago

Basis Swap: Added indicator to the forward matrix to indicate which of the forward basis is calculated from the basis curve

CA Provincial& Covered: Added Preferences – Edit PCS with default PCS configured


Die Kommentarfunktion wurde abgeschaltet.
bottom of page