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


Key Features in this Release:

CCY Bond

  • Added ability to plot XCCY ASW in lower graph

Hist Viewer

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

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

GBP TIPS

  • Added “Cnvx” column

Market View-WIB

  • 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


Previous week's release -Trade Blotter, USD Bond, Fed Fund Monitor, New Global IVSP, and Historical Viewer enhancements