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RiskVal Fixed Income (RVFI) Weekly Enhancements - 09/01/2023


Key Features in this Release:

o Allow traders to remove specific futures as benchmarks

o Added support for the SSprd/ESprd/Sonia YY/Z under the Butterfly columns


o Added the CMT RVS, Model Yield, and the CMT RVS live graph


o Added the CMT RVS

o [USD] Added Cusip column and whole bond’s coupon column


o [Key Risk] Added support for 1M& 3M SOFR futures as buckets


o Allow traders to resize groups of graphs at once


Bug Fixes & Minor Enhancements:

Fwd Fwd Matrix: Added the option to create new tabs

New Global IVSP: Added the IVSPS/IVSPO daily change, heatmap, and z-score- same for the IVSP C+R

Forward Swap Matrix:

o Added support for swaps entered as DDMMMYY including forwards

o Created separate tables to show the offshore and onshore swaps and ois swaps




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