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RiskVal Fixed Income (RVFI) Weekly Enhancements - 02/03/2023



Key Features in this Release:

o Added support for Bucket Risk (Risk Free Rate)


o Added Fwd SOFR(ESTR) DV01(PV01) swap hedge options


o Added “Simp Yld Close” column

o Added ability to overwrite the “Simpl Yld” column


o Added “Basis Swap – IMM”, “FRA/OIS”, & “FRA/OIS – Generic” support for AUD


Bug Fixes & Minor Enhancements:

USD Bond: Added support for “Strip B/E SP SSprd dZ” in lower graph

JPY TBill: Renamed “Yld’ to “Simpl Yld” & ability to override

Market View [IRVOL – SGD]:Removed 6y, 8y, 9y, 12y, 20y, 25y, & 30y expiry points and 12yr, 20yr, 25yr, & 30yr tail points

GBP Sprd/Bfly: Added support for 3y, 7y, and 15y CT points




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