RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/7/22


Key Features in this Release:

Trade Blotter

  • Added option to send Ted/SOFR/FF hedge directly into Trade Blotter with the number of contracts specified in the strip

USD Bond

  • Added SSprd T to “Graph” dropdown and Curve Analysis

Fed Fund Monitor

  • [EUR] Added ESTR CB rates, in addition to the EONIA CB rates

New Global IVSP

  • [CAD] Added “Fut DV01” and “Fut FDV01” columns

Historical Viewer

  • Added French TBills (mention also support USD, CAD, and JPY)


Bug Fixes & Minor Enhancements:

Swap Box:

  • Allowed historical graphs to have the generic check box

  • Added history for SOFR 1M and SOFR 2M, also available in Fwd Swap Matrix

Future CTD: Added a separate option to switch the NB from decimal to ticks

Trade Blotter: Renamed floating index in the inflation section

Global Rates Monitor: Added ESTR as default and OIS under the curve settings for European CCY

Market View: [Curve- EUR-LIBOR] Added more FRA points

Trsy 2+ RVS: changed the color of the line graph for readability


Previous week's release - Sprd/Bfly, Basis Swap, and CCY SSA enhancements