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

using format “OISMMDDYYYYx#” or “OISMMDDYYYYxMMDDYYYY”.

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.