top of page

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


Key Features in this Release:


  • Trade Blotter

    • Added support for 3M ESTR(TKY) future hedge

    • Added preference to allow traders to flip risk direction

    • Added the Carry Cumulative PnL in the summary

    • Added support for Swaps under the Clean Cumulative PnL

 

  • USD & EUR TBill

    • Allow traders to overwrite “MMY SOFR” & “MMY ESTR” columns to price TBill


  • USD S + SP

    • Added support for Money Market Yield column, as well as its spread to SOFR/ESTR and OIS



Bug Fixes & Minor Enhancements:


  • CYY Bond:

    • [EUR] Added two more sets of “Comp Trsy” columns

    • [USD] Added the option to import the implied lock price

  • Market View – Basis Swap [NZD]: Added 3M, 6M, & 9M fitting points for NZD3s vs SOFR basis

  • Hist Viewer: Added “TFF” & “TFC” timeseries

  • Future Cal Roll: Added future “DV01” column for front and back contracts

  • JPY Sprd/Bfly: Backfilled auctions schedule for CT2, CT5, CT10, CT20, CT30 & CT40




bottom of page