top of page

Sprd/Bfly Enhancements | Weekly Release 10/1/21

Enhancement #1

Added support for forward custom OIS rates

Support for forward custom OIS rates has been added to the Sprd/Bfly sheet using



Enhancement #2

In Strategy Creator & Strategy Editor, added “Preview” button

Traders can <right-click> on “Sprd/Bfly” column and from the drop-down select “Strategy Creator” & “Strategy Editor”.

From the pop-up screen, traders can click on “Preview” button and RiskVal will plot a yield spread of the selected bonds/futures.

Note: RiskVal supports preview for all CCYs


Enhancement #3

Added forward FOMC meeting dates, also available in the forward swap matrix

Added support for FOMC DOTS Median of the current/1/2/3-year end and longer run projections.

Note: RiskVal added support in the Forward Swap Matix sheet as well.


bottom of page