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RiskVal Fixed Income (RVFI) Weekly Enhancements - 09/15/2023

Key Features in this Release:

USD Bond

o [Curve Analysis] Added support to plot “SFR Ted T”

o Added Strip Breakeven Par Coupon SOFR Spread Z column (available in the graph dropdown and Sprd/Bfly as well)

Forward Swap Matrix

o Added a new preference to set default curve for tabs and currencies

o Added support to show Hull-White SOFR future convexity


o Added Hist dropdown for live graphs

Bug Fixes & Minor Enhancements:

USD Bond: Added Free Float B column to Graph dropdown

Historical CTD: Replaced IVSP T with IVSPS YY/Z for USD and removed IVSP T for GBP & JPY due to LIBOR cessation

NZD Bond: Added 30-year CT

Previous week's release - Future CTD, EUR Bond, Forward Forward Matrix, Trade Blotter, Market View enhancements

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