top of page

RiskVal Fixed Income (RVFI) Weekly Enhancements - 06/02/2023

Key Features in this Release:

o Added the ability to plot the coupon Treasury bonds and the tbills in one graph

o Added the ability to set the default curve as either Onshore/OFFShore, for the emerging markets- Korea, Malaysia, Taiwan, China, Thailand

o Added historical data for the IRR spread to the SOFR Matched Maturity, for both front and back contracts

Bug Fixes & Minor Enhancements:

Swap Box: Added the MMYSOFR column to show the Money Market Yield spread to the matched maturity SOFR for Tbills

Fwd Swap Matrix: Added the weights Regression(daily change) using two spreads and Regression (weekly change) using 2 spreads


bottom of page