RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/23/22
Key Features in this Release: Global Rates Monitor Added support for all CCYs on “Auto Build” CNY Bond Added support for ADBCH & EXIMCH...
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RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/16/22
Key Features in this Release: Sprd/Bfly [Seasonality] Added TBill auctions, also available in Forward Swap Matrix Forward Swap Matrix...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/9/22
Key Features in this Release: Trade Blotter [Swaption] Added “Gamma N USD”, “Vega N USD”, & “Theta N USD” columns Forward Swap Matrix...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/2/22
Key Features in this Release: [User Experience] Future Roll How to configure future roll date and pricing TBill Added “OTR” to “Sctr”...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 8/26/22
Key Features in this Release: Market View - WI Added ability to share user created WIs Swap Box When sending trades to Trade Blotter,...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 8/19/22
Key Features in this Release: Sprd/Bfly Added “Strip B/E Par Cpn” column, already available in CCY Bond Market View - Curves [USD – SOFR]...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 8/12/22
Key Features in this Release: CCY Bond [RV Analysis] Added regression weekly change as “Weight” option, also available in Forward Swap...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 8/5/22
Key Features in this Release: Future CTD The delivery probability scenario is now using “Flat” bump opposed to PCA by default CCY Bond...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/29/22
Key Features in this Release: Future CTD: Added preference to choose PCA parallel or normal parallel for delivery probability & scenario...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/22/22
Key Features in this Release: Market View – WI For user created WI bonds, added option to calculate the WI roll using the...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/15/22
Key Features in this Release: Future CTD Scenario Analysis Added Curve scenario to calculate the net basis along with a second set of PCA...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/8/22
Key Features in this Release: Future CTD Scenario Analysis Updated delivery basket for Italian futures Sprd/Bfly [Seasonality] Added...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/1/22
Key Features in this Release: Market View - WI Added ability to edit existing WIs Future CTD Scenario Analysis Added “GC Sprd”, “ED GC...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/24/22
Key Features in this Release: [Refresher] TUU2 Future and WI 2Y analysis Impact of newly announced WI 2Y w.r.t TUU2 analysis Market View...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/17/22
Key Features in this Release: Forward Swap Matrix Added seasonality matrix function to show the monthly average for every month over a...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/10/22
Key Features in this Release: New Global IVSP Added ability to send Matched Maturity SOFR Invoice spread to the Trade Blotter Forward...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/3/22
Key Features in this Release: Future CTD Added “Apply” function for scenarios to bump yields accordingly Added ability to override “Yld”...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 5/27/22
Key Features in this Release: Hist Viewer Added ability to plot weekly change, also available in Sprd/Bfly & Forward Swap Matrix Added...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 5/20/22
Key Features in this Release: CCY Bond Added ability to create custom formula columns, also available in Sprd/Bfly & Forward Swap Matrix...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 5/13/22
Key Features in this Release: CCY Bond Added ability to include/exclude specific future rows [EUR] Reassigned bonds’ “Orig”. This will be...