RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/26/21


Key Features in this Release:


Sprd/Bfly

  • Added Carry and Roll set of columns with historical data when looking at TIPS bonds


TBill

  • Allow traders to choose benchmark from the “BM CT” column

  • [EUR] Added tooltips to the live graphs that will indicate the ticker


CB Rate

  • Added columns to show the Implied CB rate and the Market CB Rate for each of the curves, with the “Manage Columns” menu


RV Analysis

  • Recent changes on the RV Analysis




Minor Fixes & Enhancements:


Sprd/Bfly: [JPY] Added support for “JU-#” and ‘JU#’ formats

Market View: [CT - IT] Added support for old 7 year “o7”

On The Run: Added the OIS Invoice Spread for all currencies and ESTR/ SOFR Invoice spreads for EUR/USD in the future section

Custom Basis: Added G7 SOFR XCCY standard tabs

Trade Blotter: Added an option to set the Swaptions as forward settle, with the default being on forward settle


Previous week's release - Trade Blotter, Bond Roll, Forward Swap Matrix, EUR TBill, Future Calendar Roll, and Bond CoD Graph enhancements