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RiskVal Fixed Income (RVFI) Weekly Enhancements - 02/10/2023


Key Features in this Release:

o Added ability to manually tag bond series


o [Repo] Added support for TBills

o [WIB] Added carry implied repo column


o Added “Cum Repo P&L” & “Cum P&L – Repo” columns


Bug Fixes & Minor Enhancements:

USD Bond: Added historical data for “Strip B/E SP SSprd Z”

TBill: Added support for “OISprd Z” under “Graph” dropdown

Future CTD: Added “Simp Yld” (Simple yield) column for JB futures

Sprd Bfly: Added preference to show CPI fixings in percentages




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