RiskVal Fixed Income (RVFI) Weekly Enhancements - 01/20/2023
Key Features in this Release: Future NB Forecast o Added function to sort a future basket by net basis Trade Blotter o Added “Gross...
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RiskVal Fixed Income (RVFI) Weekly Enhancements - 01/13/2023
Key Features in this Release: CCY Bond o [EUR] Added ability to add additional future rows o Added ability to include/exclude BBG...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 01/06/2023
Key Features in this Release: CCY Bond o Added conditional formatting functionality o Special repos will be highlighted with light...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/16/22
Key Features in this Release: CAD Prov + Covered [Curve Analysis] Added support for CANHOU as well as carry & roll data types Sprd/Bfly...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/09/22
Key Features in this Release: Market View - Repo Added ability to upload special repo as a spread to GC Trade Blotter Traders can now...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/02/22
Key Features in this Release: Fed Fund Simulation Added another layer of calculating the simulation path by averaging existing paths with...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/25/22
Key Features in this Release: Sprd/Bfly o [BRL] Added support for OD futures CCY Bond o Added ability to filter sheet by front & back...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/18/22
Key Features in this Release: CCY Bond Reorganized “Graph” dropdown Added the CMT RVS ZS with customizable time period Forward Swap...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/11/22
Key Features in this Release: CCY Bond Added columns to allow traders to enter spread to GC repo for the 3M Repo used for carry, “3M GC...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/04/22
Key Features in this Release: Market View – Repo [USD] Added ability to use rates from SOFR curve instead of the Short term SOFR Swap...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/21/22
Key Features in this Release: Future CTD NTY ticker has been added to reflect newly proposed TY future specs Added ability to...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/14/22
Key Features in this Release: CCY Bond Added ability to plot XCCY ASW in lower graph Hist Viewer [Fut – ED$ - Generic] Added support for...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/7/22
Key Features in this Release: Trade Blotter Added option to send Ted/SOFR/FF hedge directly into Trade Blotter with the number of...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/30/22
Key Features in this Release: Sprd/Bfly [Butterfly Generator] Added option to either show the future or CTD in the generated strategies...
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...
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]...
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