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Trade Blotter Enhancements | Weekly Release 9/24/21

Enhancement #1

[Bond] If forward date is entered, “FYld Trade” & “FPx Trade” columns will be populated and added to the “Sum(Trade Sprd)”

Traders can add “FPx Trade” and “FYld Trade” columns from “Table” – “Manage Columns” menu.

When traders enter forward date, RiskVal populates “FPx Trade” and “FYld Trade” columns.

If the selected row has “FYld Trade” column populated, RiskVal will use it instead of the “Yld Trade” in the “Sum(Trade Sprd)” field.


Enhancement #2

[Swaption] Added “$Sticky Delta N” & “$Sticky Delta N USD” columns. Can also be added to Summary section.

Under the Swaption and Summary tabs, traders can add “$Sticky Delta N” & “$Sticky Delta N USD” columns from “Table” – “Mange Columns” menu.

Under the Summary section, RiskVal will add up the “$Sticky Delta N” and “$Sticky Delta N USD” for the swaptions.


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