RiskVal Fixed Income (RVFI) Weekly Enhancements - 09/15/2023
Key Features in this Release: USD Bond o [Curve Analysis] Added support to plot “SFR Ted T” o Added Strip Breakeven Par Coupon SOFR...
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RiskVal Fixed Income (RVFI) Weekly Enhancements - 09/08/2023
Key Features in this Release: Future CTD o Added the option to apply the switch option to the scenario analysis EUR Bond o Move EUR...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 09/01/2023
Key Features in this Release: CCY Bond o Allow traders to remove specific futures as benchmarks o Added support for the...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 08/25/2023
Key Features in this Release: Future NetBasis Forecast o Added a table to enter the “Sprd from GC %” Historical Viewer o Added an...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 08/18/2023
Key Features in this Release: CCY Bond o Added support for DV01 and FDV01 columns for futures and FDV01 column for bonds o [EUR]...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 08/11/2023
Key Features in this Release: CCY Bond o Added WI bonds in the list of bonds available for Comparable Treasury Sprd/Bfly o Added an...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 08/04/2023
Key Features in this Release: Bond o Added EFP SSprd Z/OISprd Z columns o Added RSI & overbought/oversold columns Sprd/Bfly o Added...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 07/28/2023
Key Features in this Release: CCY Bond o [Curve Analysis] Added ability to plot SP SSprd Z/ESprd Z o [RV Analysis] Added support for...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 07/21/2023
Key Features in this Release: USD/EUR/GBP Bond o Added “EFP Box Z” column as an addition to already existing EFP columns o Added option...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 07/14/2023
Key Features in this Release: CCY Bond o [USD&EUR&GBP] Added 7 Exchange For Physical columns o [CAD] Added Comp Trsy set of columns o ...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 07/07/2023
Key Features in this Release: Sprd/Bfly o Honor the “Weight” column for a single security strategy to flip the sign by entering “-1”,...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 06/23/2023
Key Features in this Release: CCY Bond o Added the ability to load the TBills with the Treasury bonds Sprd/Bfly o Added support for the...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 06/16/2023
Key Features in this Release: Fed Fund Simulation o [USD] Replaced ED$ tab with SFR EUR SSA + Covered o Added “ASW Z RVS”, “OISprd Z...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 06/09/2023
Key Features in this Release: Forward Swap Matrix o Added the Gadget Strategy Sprd/Bfly o Added “Show Carry Adj for RYld & BEI” option...
RiskVal Fixed Income (RVFI) Weekly Enhancements - 06/02/2023
Key Features in this Release: TBILL o Added the ability to plot the coupon Treasury bonds and the tbills in one graph Forward Swap...
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...
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...
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