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RiskVal Fixed Income (RVFI) Weekly Enhancements - 09/22/2023


Key Features in this Release:

o [GBP SSA] Added support for “S/A CMT RVS”

o [EUR] Added BM CT column


o [NZD] Added support for NZD OIS vs NZD3s basis swap


o [EUR] Added support for IMM Annual Money Market, IMM Semi-Annual Bond, & IMM Quarterly Money Market

o Added option to exclude overlapping strategies form XCtry RV Analysis

o Added support for TBills


Bug Fixes & Minor Enhancements:

EUR Bond: Added support for HUF 20Y, and removed HUF 15Y

CC&Y S+SP: Added the option to “Show Table” in the live graph

CCY SSA :

o [Curve Analysis] Added “Hist” dropdown and “IssDate” filter

o [CNY CDB] Added support for ASIA, EBRD, EIB, EIBKOR, IBRD, IFC, KDB, KFW tickers

Fwd Swap Matrix: Added historical data for option vol with 3M, 6M,1Y,2Y expiries and 1y1y, 2y2y, 5y5y, 10y10y tails.

Sprd/Bfly:

o Extended group charting to max 25

o [EUR] Added support for “EU GB 7Y” ticker

CB Rate Monitor: Added support for Poland

VOL Wedge Grid: Support 9m & 18m Z scores for the applicable CCYs




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