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RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/03/2023

Key Features in this Release:

o Added CMB RVS set of columns

o [JPY] Added support for “DTIBOR3s/6s vs TONAR”

o Added ATM Vol set of columns

o Added “DM Crv – MM ASW” heatmap and Z-score set of columns

o Added alert function for “DM Crv – MM ASW Z” column

Bug Fixes & Minor Enhancements:

  • Forward Swap Matrix: Added historical data for year-end turns such as JPYUSD – FXIMP – JPY -12292023 – 01022024, USDJPY – FXIMP – USD – 2023 – 2024, etc.

  • Market View – Curves: [NZD] Added 25Y and 30Y fitting points for OIS and Libor Curves

  • Listed Strategy: Updated the SFR future price to decimal format

  • Historical Data: Added historical data for 1W ESTR and SOFR

  • Sprd Bfly: Added “Note 2” column

  • CCY TIPS: Added “Sctr” filter


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