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RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/13/2023


Key Features in this Release:


o Added SSprd/ESprd Z Diff set of columns

o Added support for 2-digit SFR future

o [JPY] Add Simple Yield real-time chart column


o Added “MM SP” & “MM SP Yld Sprd” columns



Bug Fixes & Minor Enhancements:


Basis Swap: Added 3M fitting point for AUD3s vs OIS

Market View – IRVOL: Added ability to send forward annual vol directly to Forward Swap Matrix




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