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RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/14/22


Key Features in this Release:

  • Added ability to plot XCCY ASW in lower graph

  • [Fut – ED$ - Generic] Added support for EUR packs & bundles

  • [Fut – Bond – Generic] Added support for SSprd Z/ESprd Z

  • Added “Cnvx” column

  • Added the ability to create WI TBills


Bug Fixes & Minor Enhancements:

AUD Bond: Added “6s ASW Z Rich <-> Chp” column

Fed Fund Monitor: EONIA index will now use EUORDEPO level

CNY CBD Bond: Moved “ADBCH” & “EIMCH” to this sheet from CNY CGB




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