In this week’s release RiskVal added support for 1M & 3M SOFR futures under the Key Risk or Key Risk(Cashflow) calculations.
After selecting strategies in the Trade Blotter sheet, traders can click on “Calculation-Key Risk” then select “Key Risk” and/or “Key Risk (Cashflow)”
In the popup, traders can enter “SER<MY>” and “SFR<MY>” formats and then hit “ReCalc”.
