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RiskVal Fixed Income (RVFI) Weekly Enhancements - 06/16/2023

Key Features in this Release:

Fed Fund Simulation

o [USD] Replaced ED$ tab with SFR

EUR SSA + Covered

o Added “ASW Z RVS”, “OISprd Z RVS”, & “ESprd Z RVS” set of columns


o [USD] Added “MMY SOFR” column for bills, also added to Hist Viewer sheet

Market View - ETF

o Added ability to import ETFs through csv file

Bug Fixes & Minor Enhancements:

CCY Bond:

o [RV Analysis] Added support for “Reg (dailyChg) using 2 Sprd” & “Reg (weekyChg) using 2 Sprd” to “Weight” dropdown, already available in Forward Swap Matrix sheet

o [RVAnalysis] Added filter to prevent overlapping

o [USD & EUR] Added “SSprd Z ZS” & “ESprd Z ZS” to “Graph” dropdown

Market View – Curves: [EUR] Added 35yr point

Future NetBasis Forecast: Added “Orig” column

Sprd/Bfly: Added support for the ASW Z rich/cheap heatmaps for EU CMT

Previous week's release - Forward Swap Matrix, Sprd/Bfly, Trade Blotter, Cancellable Swap Trade, and CCY Bond enhancements

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