top of page

RiskVal Fixed Income (RVFI) Weekly Enhancements - 3/15/2024


Key Features in this Release:

  • Trade Blotter

    • Added the Previous Clean MTM set of columns in both the bond and the summary sections

    • [CMS] Added support “Expiry Date” & “Single Look” columns

    • [NEW] Added support for FRN bonds

 

  • Swap Box

    • Added the option to enter the “Total Cash Value (MM)”

 

 

  • Fed Fund Simulation

    • Added Price, Rate and historical data for the future contracts in the top section

 

  • Future CTD

    • Added a button to resort the deliverable bonds by Implied Repo Rate

 

Bug Fixes & Minor Enhancements:

  • CCY TIPS: Added the BEI 3M R Crv, equals to TIPS 3M R – Trsy 3M R

  • EUR Govt Sprd: Added ESprd YY Set of columns

  • CCY Sprd/Bfly: [Intra-day graphs] Added a red dot to show where the latest value is

  • CCY Bond:

    • [Curve Analysis] The “Show Diff” will show the difference between the live and the historical value in graph format

    • Added the spread level after selecting two or three bonds in the Tool Tip

  • Market View – Basis Swap: Added the NOK v SOFR XCCY basis

  • Historical Viewer: Added the forward OIS for AUD and NZD currencies




bottom of page