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RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/09/22

Key Features in this Release:

Market View - Repo

  • Added ability to upload special repo as a spread to GC

Trade Blotter

  • Traders can now override “Prev Prem bp” to set the closing price of the option

  • Added the ability to duplicate line items


  • Added support for the Comparable Treasury bonds set of columns with ability to send them to the Swap Box


  • Added the CPI Fixings

Bug Fixes & Minor Enhancements:

Trade Blotter & CCY Sprd/Bfly: Added support for UWI Bills under “Bond Chooser” & “Strategy Creator”

CCY Bond: Added “FOTR RVS vs. FOISprd Z” & “SSprd/ESprd Z vs. FSSprd/FESprd Z” to “Graph” dropdown

USD SFR Fly: Added support for SFRU4.Z4.H5 fly

Previous week's release - Fed Fund Simulation, CCY Sprd/Bfly, Trade Blotter, and CCY Bond enhancements

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