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RiskVal Fixed Income (RVFI) Weekly Enhancements - 06/30/2023


Key Features in this Release:

o In this week’s release, we have disabled the LIBOR curves for USD, GBP, and JPY.

o Please note, the Forward Swap Matrix may have some codes come up as highlighted “yellow” in this case, these are no longer supported. To clear them use the “Tools” - “Remove unsupported” function.


o [TWD] Added support for onshore & offshore normal vol

o Replaced the libor for SOFR in the custom Swap tab


o Added “Max dSprd Rise” & “Max dSprd Drop” columns


o Added support for OIS Swap Spread data series


Bug Fixes & Minor Enhancements:

Hist Viewer: Added support out to O-23 for 20yr series




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