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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 WI’s from daily change graph

o Updated color management tool

Hist Viewer

o Added support for German TBills

GBP SSA+Covered

o Added ability to send “S/A Comp Sprd” to Historical Viewer sheet

Bug Fixes & Minor Enhancements:

Forward Swap Matrix: Added forward historical data out to 40y

Sprd/Bfly: Added alert function for “Par Swap” column

Listed Option Strategy:

  • Added ability to show “Premium” in decimal format

  • Added “Fut Px B/E” column

Previous week's release - CCY Bond, Fwd Swap Matrix, CCY SSA + Covered, Sprd/Bfly, Hist Viewer, and IT FRN enhancements

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