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RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/20/2023

Key Features in this Release:

o Added the option to enter Spreads and Butterflies in the Inferred Curve tabs

o Added Key FX Risk for individual currencies

o Added support for the Custom Bond Cashflow for the Key Rate Risk

o Clicking on a bond in the live graph will highlight said bond in the table above

Bug Fixes & Minor Enhancements:

  • Sprd/Bfly: Added historical data and graphing for SSprd Z 3M R column

  • USD Bond: Added historical data for the Strip B/E Par Cpn SSprd Z

  • Trade Blotter: [Custom Bond Cashflow] Set the CMT Curve as the default discount curve and ensured to save all the custom cashflow rows


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