RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/11/20



Key Features in this Release:


CCY Sprd/Bfly

  • Added an option to select weekly change from multi graph selection; also available for Regression Analysis

GBP Bond

  • [GBP]Added a new risk in terms of the Central Bank meeting dates (also available in the Swap Box and the Trade Blotter)

CCY Bond: RV Analysis

  • Display the total number of bonds considered in the Analysis

  • Added Yld C+R ZS and ASW YY C+R ZS

  • Run RV Analysis on Spreads and Butterflies using either equal weight, regression (COD) weight, or Maturity weighted.

  • Expected Return and Mean Reversion will have historical data

  • Allow traders to select any combination of length(s) to control the maturity distance between each of the leg(s) when generating top performing spread and butterfly strategies

  • [EUR] Ability to select several countries at time

  • Send the strategy “To trade Blotter”

Future CTD

  • [USD/EUR/GBP] Created Standard tabs for the Generic Front and Back futures

Market View

  • Curves → GBP → CPI Swap → added a note “UKRPI” after MMM print information

  • Added ability to popup any tab under Market View



Minor Fixes & Enhancements:


CT Sprd/Bfly: Added live data points in the historical graphs

CCY Bond:

  • Included coupon frequency in the tooltip

  • For easier identification, added pink highlight for filtering tab


Previous week's release - CCY Bond, Swap Box, USD S+SP, CCY SSA + Covered, Fut Cal Roll and OTC vs Exchnage Vol enhancements
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RiskVal Financial Solutions, LLC, is a global supplier of SaaS for trading strategies, risk management, and portfolio management. RiskVal provides software such as analytics and trading systems in fixed-income, credit derivative, equity, foreign exchange, and derivative securities.

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