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RiskVal Fixed Income (RVFI) Weekly Enhancements - 08/11/2023


Key Features in this Release:

o Added WI bonds in the list of bonds available for Comparable Treasury


o Added an option to export historical graphs via email


o Add Added conditional formatting functionality

o Added support to enter IRVol expiry in weeks format


o Added “3M R Yld” column

o Added Custom Column feature


Bug Fixes & Minor Enhancements:

Future Calendar Roll: Add preference to show or hide TWE future

CCY Sprd/Bfly: Add “Strip B/E SP SSprd Z” and “Strip B/E SP Yld” columns

GBP TIPS: Added Spread Graph functionality for “SONIA Sprd YY Diff” Column

USD Bond: [Optimizer] Removed ASW related columns and replaced with SSprd

Trade Blotter: Added preference to match sum of SFR DV01 and Bond DV01

Market View – IRVOL: Added realized vol period preference and calculation button

[User Experience]: Added preference to save size & location of historical popup graphs after restart




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