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RiskVal Fixed Income (RVFI) Weekly Enhancements - 5/29/20

Key Features in this Release:

  • Alert Config: added shortcut under ‘Tools’ menu to manage the alert settings for notifications and effects

  • Set Alert: where traders can set which strategies will have which alerts

“Clear All Filters” button will allow traders to delete all alerts settings

Mute Alerts: to allow traders to mute alerts, opposed to deleting them

  • [Blotter] Limit Alert has been enabled to allow traders to limit how many alerts to view per strategy

  • AddedAlert Type as a column to indicate which type of alert is set for the strategy

  • Added “Manage Columns” for traders to customize the column layout

  • Added more graph selections which now include: 3M C+R, Yld Z-score, and CMTRVS vs FCMT RVS

  • [USD] Added IVSP SOFR YY and Fwd SOFR YY columns to the default view

Minor Fixes & Enhancements:

Alert Monitor:

  • Instead of highlighting the alerts according by the filter, the line items that do not match the filter will be removed

  • Blotter: When selecting a sheet from the dropdown, it will sort the alerts by strategy

Historical Viewer: Support CMT RVS time series data for USD Trsy Bonds

TIPS: Added 3M Carry and Rolldown columns on BEI

Trade Blotter: For Basis and XCCY Basis Swaps, enhanced the logic such that if trader enters both start and maturity dates with IMM Format (M0 or U0), RiskVal will automatically check the ‘IMM’ column


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