top of page

RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/12/2023

Key Features in this Release:

Future CTD

o Added support for AUD futures

USD & EUR Bond

o Added Forward SOFR and Forward ESTR, “FSOFR”/ “FESTR” columns

o Added support for “SOFR/ESTR” & SOFR/ESTR swap spread options for “Zero Sprd Fwd Type”

Market View - ETF

o Added support for SSA bonds

Bug Fixes & Minor Enhancements:

Trade Blotter: [Import File]: Added support for “Trade Px bp” and “Fwd Settle” for swaptions

Alert Monitor: Bug preventing the “manager” tab from loading has been corrected

GBP TIPS: The “alias” columns were not loading, this is corrected

Previous week's release - Market View, Future CTD, Trade Blotter, TBill, and CAD Prov + Covered enhancements

bottom of page