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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



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


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