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RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/30/20

Key Features in this Release:

  • Added an option to activate alerts after a set number of minutes once RiskVal is fully initialized and connected to the Market Data

  • Added a notification frequency option to send an alert either “Only Once” or “Every Occurrence”

  • Added an option to group alert emails to use a batch interval

  • Added Tool Tips to describe what each setting represents

  • Alert configuration settings are shared with the “Alert Management” for Sprd/Bfly and Forward Swap Matrix, etc, such that we removed the dependency from the “Global Preferences”

  • Added historical data for the “Front Open Interest” and the “Back Open Interest” columns

  • Added the WTD dSprd, MTD dSprd, 3M Lo Sprd, and 3M Hi Sprd columns

  • Added a “0 Fly” column to allow the user to select two bonds to create butterflies by using the bonds in between as the belly for each line

Minor Fixes & Enhancements:

Swap Box: Prices will be shown in Ticks only for USD, others will be in decimal format

Historical Viewer: Resized the legend to reduce the “grey area” and better show the historical graph

Future Net Basis Forecast: Adjusted the “Yld Factor” to be overwritable


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