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RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/26/2023


Key Features in this Release:


o Added ability to choose Early/Late Delivery Date through a dropdown method, also available in Future Calendar Roll sheet

o Added “ED IRR SOFR” & “LD IRR SOFR” columns with a historical graph functionality


o Added ability to send matched maturity bond-swap spreads directly to the Trade Blotter, including Matched Maturity Invoice spreads


o Added ability to choose treasury bonds as the benchmark using the “Bond Chooser” function


o Added a feature to save the graph dropdown height upon refresh


Bug Fixes & Minor Enhancements:

AUD Sprd Bfly: Enabled the “Sprd Graph” function for YM1 (3s ASW T) vs. XM2 (6s ASW T)

USD TBill: “Autoload WI Bills” & “Autoload Reissued Bills” will be unchecked by default

Fwd Swap Matrix [RV Analysis]: Added the ability to auto-save the “Fwd” settings

TIPS sheet: Adjusted the Fwd BEI/RYld Matrix to follow the “Map to Generic” flag to keep the historical data consistent with the table




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