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RiskVal Fixed Income (RVFI) Weekly Enhancements - 2/16/2024


Key Features in this Release:

 

  • CCY Bond

    • Added the “0 Bfly ZS” and “0 Bfly 3M C+R”

    • Extended the “Show px in decimal” to all “price” columns

 

  • Forward Swap Matrix

    • [RV Analysis] Added the Curve and Corr % filters

    • [Lower Matrix] Added the option to enter a shortcuts for the historical date


  • Trade Blotter

    • Added support for CAD Prov TBills

    • [Listed Option] Added support for the “RXW” future options

 

  • EUR SSA

    • [EUR] Added “DE CMT RVS” sets of columns

    • Added the flag to load user created WI bonds

 

  • Fed Fund Monitor

    • Added the Market Cumulative Steps and the Implied Cumulative Steps sets of columns

 


Bug Fixes & Minor Enhancements:


  • Trade Blotter:

    • Added the background colors to the SOFR/SONIA/ESTR/ RFR packs

    • Extended TED Hedge to include AUD using IR Futures

  • Sprd/Bfly: 

    • [EUR] Added support for ITO3

    • [Seasonality] Added SGD and HKD auction dates

    • [GBP] Extended PCA to support TIPS

    • [GBP] Added the Custom Beta column and now allows users to use Alias

  • Calendar ASW- Strategy Manager: Added the “Front CTD Net Basis” and “Back CTD Net Basis” columns

  • Alert Monitor: Allow Traders to remove older alerts

  • WI SSA: Added the option to have the WI’s coupon inferred

  • IT FRN CCTs: Added the Alias column to enter the Alias




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