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RiskVal Fixed Income (RVFI) Weekly Enhancements - 03/10/2023


Key Features in this Release:

o [Custom Columns] Added historical data for formulas that contain columns with historical data

o Added “Exclude Bonds” function to Butterfly Generator, which are created for the Sprd/Bfly


o Added support for HKD IMM swaps


Bug Fixes & Minor Enhancements:

Market View:

o [Curves - HKD – Libor] Added support for 6M & 9M LIBOR swap fitting points

o [CT] Updated ZAR CTs to 7, 10, 25, 25 year

EUR SSA+Covered: Added “ESTR” column




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