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RiskVal Fixed Income (RVFI) Weekly Enhancements - 2/23/2024


Key Features in this Release:

 

  • CCY Bond

    • Added the option to send to Trade Blotter from the GB column to send the bond and future hedge based on the Conversion factor

 

  • Forward Swap Matrix

    • Added preference to set regression weightings’ historical period

    • Added preference to retrieve SOFR Pack & bundle data from market data source

    • [Lower Matrix - EUR CMT] Added the ability to select a country pair and the show forward spread matrix

 

  • Sprd/Bfly

    • [EUR] Added alert function for “ESprd Z RVS” column 

    • [USD/EUR] Added support for “FSSprd/FESprd YY/Z” columns

    • [USD/EUR] Added ability to generate the “RSI 14 Graph” via right-click & “RSI 14” button in “SSprd/ESprd/ASW YY/T” historical graph.

 

  • CCY SSA

    • Added “Issuer” column and filter


Bug Fixes & Minor Enhancements:


  • GUI enhancement: Enhanced the BBG data feed indicator to show a warning message when the BBG data limit is reached

  • CCY Bond

    • [Alert] Enhanced the alert function to mark the bonds with an asterisk (*) symbol once the alert is set

    • [EUR] Moved Greece and Ireland from “Subscribe Eurozone Country” to the default country list

  • Trade Blotter: Extended “Meeting Date Rate Hedge” function to AUD and NZD

  • Global Rates Monitor: Added an ability to change the font size for the table



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