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RiskVal Fixed Income (RVFI) Weekly Enhancements - 3/25/22


Key Features in this Release:


  • Enabled all calculations in the Blotter Manager tab


  • Added ability to add Spain


  • Added support for SOFR & ESTR columns


  • Added an option to load USD closing prices as of 3am EST for Asia traders


  • [EUR] Added ESTR Spread change on day set of columns

  • [IDR] Added support for ASW YY/T/Z sets of columns


  • [GBP] Added ability to overwrite convexity adjustment for SONIA futures

  • [INR, KRW, SGD] Enabled editing of the meeting dates


Minor Fixes & Enhancements:


Trade Blotter:

  • Default Index for Cap/Floor will be SOFR

  • Under “Calculation” – “Misc” – “Cashflow”, added basis swaps

USD S+SP: Added “Exclude Bonds” functionality under “Tools” dropdown

Market View:

  • [CCY CPI] Added the option to remove the Monthly CPI

  • [GBP OIS] Added the option to override the SONIA futures price


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