top of page

Trade Blotter Enhancement | Weekly Release 6/7/2024

Added support for Key Risk (DV01)


“Key Risk (DV01)” has been added to the “Calculation” – “Key Risk” menu in Trade Blotter. Key Risk (DV01) is similar to Key Risk (Modified Duration) but uses DV01 instead of modified duration. Currently only bond & future trade types are supported.


Note: For details on calculations in Trade Blotter, see the Trade Blotter document.


bottom of page