RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/26/2023
Key Features in this Release: Future CTD o Added ability to choose Early/Late Delivery Date through a dropdown method, also available in...
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RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/19/2023
Key Features in this Release: EUR Bond o Added ability to set SSAs as Comp Trsy Sprd Bfly o Added option to sort columns by absolute...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/12/2023
Key Features in this Release: Future CTD o Added support for AUD futures USD & EUR Bond o Added Forward SOFR and Forward ESTR, “FSOFR”/...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/05/2023
Key Features in this Release: Market View o [Curves - USD – LIBOR] Removed ED$ & updated fitting points o [Basis Swap] Added CHF OIS...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 04/28/2023
Key Features in this Release: Future CTD o [EUR] Updated the delivery basket to accommodate the minimum day rule o Automatically lock...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 04/21/2023
Key Features in this Release: Global Preferences [Trade Blotter] Added preference to use flat or decaying DV01 for Future’s Repo Risk...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 04/14/2023
Key Features in this Release: Forward Swap Matrix o Added ability to send CMS & SOFR CMS strategies to Trade Blotter Sprd/Bfly o ...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 04/07/2023
Key Features in this Release: GBP LIBOR Swap Curve Announcement o The GBP 6M Libor swap curve will now use the fallback securities for...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 03/31/2023
Key Features in this Release: USD TBill Added ability to enter custom historical date for Hist & Diff dropdowns Added “Yld” to graph...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 03/24/2023
Key Features in this Release: Trade Blotter [SOFR Hedge] Added Repo Risk for US Bond Future calculation function Forward Swap Matrix...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 03/17/2023
Key Features in this Release: Sprd/Bfly [Seasonality] Added ability to include “CT Pricing Dates” Basis Swap & Custom Basis Swap [EUR]...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 03/10/2023
Key Features in this Release: CCY Bond o [Custom Columns] Added historical data for formulas that contain columns with historical data o...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 03/03/2023
Key Features in this Release: Future CTD Scenario Analysis o Added flag to include/exclude bonds based on the 5B issue size requirement...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 02/24/2023
Key Features in this Release: USD Bond o Added “Tag” functionality Forward Swap Matrix o [RV Analysis] Extended “Top Limit” up to 20...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 02/17/2023
Key Features in this Release: [New] MXN SSA + Covered o Added support for IFC, IBRD, EIB, KFW, IADB, EBRD, & ASIA tickers [New] IDR SSA...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 02/10/2023
Key Features in this Release: EUR Bond o Added ability to manually tag bond series Market View o [Repo] Added support for TBills o ...
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...
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...
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