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RiskVal Fixed Income (RVFI) Weekly Enhancements - 3/8/2024


Key Features in this Release:

 

  • Trade Blotter

    • [AUD] Added preference to separate treasury & semi bond risk

    • Added “Clean MTM” & “Clean MTM USD” columns

 

  • TIPS

    • Added column to show the carry adjustment component of Carry Adjusted BEI

 

  • Sprd/Bfly

    • Added ability to send $Divide input to Historical Viewer

 

 

Bug Fixes & Minor Enhancements:

  • Future CTD: Added modified duration (“M Dur”) column

  • Sprd/Bfly:

    • Added <right-click> “To Historical Viewer” function for SA RYld

    • “Custom R2” column will be shown in percent

  • CMT Monitor:

    • Added preference to add heatmap background color to Z-Score tab

    • [RV Analysis] Added <right-click> “To Sprd Bfly” option

  • Market View – Basis Swap: [GBP SONIA vs SOFR] Extended tail from 10 to 30 in lower matrix

  • EUR Govt Sprd: Added color panel functionality




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