TIPS Enhancement | Weekly Release 1/8/21

Allow inflation traders to configure the coupon range to filter the matched treasury bond selection used for the BEI

Traders can filter the coupon of the “Trsy Bond” to exclude the high coupon bonds. To set the upper and lower limit of the bond’s coupon:

  1. Click on Table – Set Trsy Cpn

  2. In the pop up, enter the Lo and Hi coupons

  3. Click “Apply”

The Trsy Bond column will be updated with the bonds that fall into the coupon criteria. .

  • 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.