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RiskVal Fixed Income (RVFI) Weekly Enhancements - 03/24/2023

Key Features in this Release:

  • [SOFR Hedge] Added Repo Risk for US Bond Future calculation function

  • [AUD][RV Analysis] Added LIBOR 3s & LIBOR 6s to Curve selection

  • [AUD] Added support for Tbills in other countries

Bug Fixes & Minor Enhancements:

USD/EUR Sprd/Bfly: Added alert function for “IVSPE/S YY” columns

EUR Bond: Added the benchmarks for Croatia

Forward Swap Matrix:

  • Custom Basis Swap & Basis Swap: Added RV Analysis function for HKD vs SOFR

  • Sprd/Bfly: Selected Clearing House will be shown at top of sheet next to Lookback Period

Alert Management: Added “Note” column when setting alerts

USD Bond: Added an option to set the SSprd Z as the spread type for BM CT


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