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RiskVal Fixed Income (RVFI) Weekly Enhancements - 5/31/2024

Key Features in this Release:

  • Sprd/Bfly

    • Added a way to create name alias for assigned strategies and weights


  • Central Bank Monitor  

    • Added ability to change the meeting date format

    • Added support for AUD meeting dates

  • New Global IVSP

    • For non-USD tabs, traders can input “DV01 USD” and “FPV01 USD”

Bug Fixes & Minor Enhancements:

  • Sprd/Bfly: Added money market yield  column – “MMY”

  • Market View:

    • [Curves] Added support for yesterday’s DF column alongside the current DF for the swap curves

    • [Curves - Agency] Removed the 20 and 30 year points, added the 15 yr point

  • USD Bond: Added the option to show the steeny for the Implied Lock Price column, setting is under the “Preferences” menu


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