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

Key Features in this Release:


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


  • 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
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