top of page

RiskVal Fixed Income (RVFI) Weekly Enhancements - 08/18/2023


Key Features in this Release:

o Added support for DV01 and FDV01 columns for futures and FDV01 column for bonds

o [EUR] Added ability to load TBills


o Added support for NZD3s vs SOFR basis


o Added support for SONIA Future Hedge


o [Scatter Plot] Allow traders to change dot style under the regression graph

o Added group chart grid function for historical data popups


Bug Fixes & Minor Enhancements:

Market View – Curves: Added support for Poland OIS curve

Sprd/Bfly: Added “Preferences” – “All Tabs Share Same Format Settings” to save manually adjusted widths across different sub-tabs

Trade Blotter: Renamed & reorganized SOFR Hedge dropdown menu

USD STIR Future Roll: Replaced ED Future with SFR Futures




Comments


bottom of page