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RiskVal Fixed Income (RVFI) Weekly Enhancements - 07/07/2023


Key Features in this Release:

o Honor the “Weight” column for a single security strategy to flip the sign by entering “-1”, already available in Forward Swap Matrix

o Added the ability to save the historical graphs and positions on the desktop


o [USD] Added “SOFR” column

o [USD] Added “SSprd/OISprd P” columns

o [RV Analysis] Added support for “SSprd Z/P” & “OISprd Z/P” to “Measure” dropdown

o Added “Clearing House” column


o Added “Comp 3M C” & “Comp 3M R” columns


Bug Fixes & Minor Enhancements:

EUR Sprd/Bfly: Added support for real-time intraday ASW YY/Z

Trade Blotter: [Bond] Added “SSprd /OISprd Z” columns

CCY Bond-[Curve Analysis]: Added ability to plot only the difference between two data series

LIBOR Cessation:

o Custom Basis Monitor: Removed USD/GBP/JPY-related Libor basis

o Market View – Future: Removed IVSP YY/T/Z columns in USD/GBP/JPY tabs

o Forward Swap Matrix: Replaced the Libor to “Custom SOFR/ESTR” for USD/EUR, “Custom OIS” for GBP/JPY, & “Custom Swap” for remaining currencies in the lower matrix tab

o Swap Box [USD/GBP/JPY]: Removed “TED Hedge” for USD, GBP, and JPY




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