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.