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RiskVal Fixed Income (RVFI) Weekly Enhancements - 04/07/2023

Key Features in this Release:

o The GBP 6M Libor swap curve will now use the fallback securities for 1M and 6M rates

o [EUR] Added ITALL curve for ASW Z Spline & ESTR Z Spline

o [NEW] Added INR SSA + Covered sheet

o Added “Lookback” period preference

o Added “Ccy” column, also available in Sprd/Bfly

o Added the SOFR CMS Matrix and the SOFR – CPI matrix in the bottom section

Bug Fixes & Minor Enhancements:


o Added “Empty Name Column” preference for new line items to show blank by default

o Added <right click> “Clear Highlighted Names” function


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