top of page

RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/19/2023


Key Features in this Release:


EUR Bond

o Added ability to set SSAs as Comp Trsy


Sprd Bfly

o Added option to sort columns by absolute level

o Added support for square & absolute value for Custom Column formulas


CB Rate Monitor

o Added support for Sweden (SEK), Norway (NOK), & Switzerland (CHF) bank meeting dates


Market View

o [Curves - TWD] Added support for onshore & offshore swap curves

o [Basis Swap] Added support for 40y & 50y points for SONIA vs SOFR & ESTR vs SOFR



Bug Fixes & Minor Enhancements:

Sprd Bfly: Added ability to create spread & multi graph for IVSPS/IVSPE columns

Future CTD: Added “All Tabs Share Same View” preference

Forward Curve Analysis: Selected CCYs & Curves will save on restart


Previous week's release - Fut CTD, USD & EUR Bond, Market View - ETF enhancements



bottom of page