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


Key Features in this Release:

o Added support for AUD futures


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”


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




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