RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/18/22


Key Features in this Release:

CCY Bond

  • Reorganized “Graph” dropdown

  • Added the CMT RVS ZS with customizable time period

Forward Swap Matrix

  • Added support for offshore swaps for Malaysia, Thailand, & Korea


Bug Fixes & Minor Enhancements:

[New] Custom Agency DN: Traders can add short end agency bills

Market View: [CNY] Added support for onshore curve


Previous week's release - CCY Bond, Forward Swap Matrix, and Calendar ASW enhancements