RiskVal Fixed Income (RVFI) Weekly Enhancements - 1/26/2024

Key Features in this Release:

• CCY Bond

  • [JPY] Added “CT Sprd Simple” column

  • Added ability to import forward repo levels 

  • Added the ability to import live prices for specific bonds

• Forward Swap Matrix

  • Added Custom regression set of columns, also available in Sprd/Bfly

  • [Seasonality]Added the option to show the dates for the annual date range

  • [EUR] Extended “6s Swap – CMT” lower tab to support “DE”, “FR”, “IT”, “ES”, “BE”, & “NL” countries separately

• Market View – Basis Swap

  • [KRW] Added support for “KRW3s Offshore vs SOFR”

• Forward Curve Analysis

  • Added an option to show “Multiple Y Axis”

Bug Fixes & Minor Enhancements:

• USD S+SP: Added “CMT RVS” column to Graph dropdown

• Forward Swap Matrix: Added an option to mark the unsupported lines as comment

• USD Bond: Extended “Gen Curve Point” ranks from 23 to 73

• Market View – Basis Swap [CNY]: Added 1Y & 18M fitting points to CNY Fixed vs SOFR

• CCY SSA: Added “Issue Date” column

• Global Rates Monitor: Added an option to turn off the rich/cheap background color for live value

• Trade Blotter: Added the expiry date column

Previous week's release - Sprd Bfly, and Historical Viewer enhancements