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RiskVal Fixed Income (RVFI) Weekly Enhancements - 02/24/2023

Key Features in this Release:

USD Bond

o Added “Tag” functionality

Forward Swap Matrix

o [RV Analysis] Extended “Top Limit” up to 20 strategies

Future NetBasis Forecast

o Added ability to override delivery date

CCY SSA + Covered

o Added “Custom Column” feature

Bug Fixes & Minor Enhancements:

Swap Box: [GBP] Extended SFI Hedge

Trade Blotter: The Swaption PnL is now discounted back to spot

Sprd/Bfly: WI IT FRN is now being recognized in the tabs

Forward Swap Matrix: Corrected historical data for the AUD OIS3s basis swaps

Previous week's release - MXN SSA, IDR SSA, and USD Bond enhancements

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