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RiskVal Fixed Income (RVFI) Weekly Enhancements - 02/17/2023


Key Features in this Release:

o Added support for IFC, IBRD, EIB, KFW, IADB, EBRD, & ASIA tickers


o Added support for IFC, IBRD, IADB, EBRD, ASIA, & KDB tickers


o Added ability to plot a line to connect the bonds in “Graph” dropdown


Bug Fixes & Minor Enhancements:

Market View – Curves: [SOFR] Added support for 35y point

USD Bond: Added “FSSprd dZ” column

Future CTD:

o Added ability to edit the “Simpl Yld” column for JYP futures

o Adde the IVSPS YY, IVSPS dYY, IVSPS Z, and IVSPS dZ columns

Trade Blotter: [Swap] Adjustedthe default CAD OISwap (2Y, 3Y, 4Y, etc.) payment frequency to “Semi-Annual (SA)”




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