Key Features in this Release:
Added new SWAP Monitor to show different indices of all active countries
Added OIS Sprd Z Spline curve and set of “OISprd Z RVS” columns
[NZD] Added New Zealand supra-sovereign bond sheet and support for ASIA, IADB, IBRD and IFC tickers
Added Simple Moving Average flag to the historical popup graph
Added the Net Basis Real Time chart
Added Curve Analysis and an option to plot plot live and cumulative steps for each Central Bank meeting date
Added the SOFR/ESTR for USD/EUR respectively, as well as the OTR Spline Curve plotting options
Under the “Tail Term” dropdown, added 3M and 6M options
Adjusted pricing BRL swaps by including the USDBRL FX Forward curve
Minor Fixes & Enhancements:
New Global IVSP: Under “Preference” – “Save Repo”, traders can load overwritten “Repo” on restart
Forward Swap Matrix: In the lower part, under the “Custom Swap”, we added two subtabs to show “Z-Score” and “C+R”
TBILL: Added history for “MMY TB-T” and added “MMY OIS heatmap” and “MMY OIS Z-Score” columns
Future NB Forecast: Auto save entered number of contracts in the “# of contracts” field
Bond: Once traders exclude bonds from the sheet, RiskVal saves changes so bonds do not appear after restart
Historical Viewer: Added "IVSP SOFR YY", "CTD SOFR YY" (for USD) and "IVSP ESTR YY", "CTD ESTR YY" (for EUR) under the "Fut-Bond" & "Fut-Bond-Generic" timeseries
Sprd/Bfly: Added flag to include/exclude live level from the historical graph and table
Market View: [Basis Swap] When traders enter BRL swap in the Trade Blotter sheet, RiskVal will automatically turn on “UseBBGLive” under the BRL OffShore tab
FX Fwd: Extended the USD BRL curve to include the 7-year and 10-year points
SSA + Covered: Added plotting option for the "Com Sprd ZS" and "3M C+R" to the "Graph" drop-down menu