Swap Box Enhancements | Weekly Release 7/10/20

Updated: Jul 17

Updated trade information table by making “Bond DV01”, “Swap DV01”, and “Swap FPV01” overridable fields

For traders who have a target DV01 in mind for the strategy, they want to enter in, the option to override the Bond DV01, Swap DV01, and the Swap FDV01 is available in this week’s release. When any of these fields is overwritten, the notional and hedges will be automatically calculated accordingly. See the sample below.


  • LinkedIn - Black Circle
  • Twitter - Black Circle

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.

Copyright © 2020 RiskVal Financial Solutions, LLC. All rights reserved.