RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/21/22


Key Features in this Release:

Future CTD

  • NTY ticker has been added to reflect newly proposed TY future specs

  • Added ability to select/unselect multiple WIs at once

Swap Box

  • For FRN trades, DM will be used as the primary metric

GBP SSA + Covered

  • Added SA set of columns


Bug Fixes & Minor Enhancements:

Market View:

  • [UWIB]: Added support for additional currencies, currently already support USD

  • [Curves – USDSOFR] Added ability to fit SER futures, SOFR 9m, 1y, etc

Trsy 2+ RVS: Changed the right axis to adjust with the curve


Previous week's release - CCY Bond, Historical Viewer, GBP TIPS, enhancements