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

Key Features in this Release:

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

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

  • 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”

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

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


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