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RiskVal Fixed Income (RVFI) Weekly Enhancements - 4/15/22


Key Features in this Release:


  • Added option to choose specific UWIs in the delivery basket


  • Added support for ESTR swaps when looking at Meeting Date Rate Hedge


  • Added change on day column for the Current Rate


  • [RV Analysis/XCountry RV Analysis] Added ability to select multiple original issues for analysis


  • Added forward inflation swaps & forward OIS


  • Added preference to use SOFR or LIBOR swaption


  • Added the Swaption OTM Vol and Skew



Minor Fixes & Enhancements:


CCY Sprd/Bfly: Added ability to set alerts on “Ted YY”, “Ted Sprd”, & “Ted T” columns

Tools [Realtime Configuration]: Added “Refresh PCS” function to refresh BBG PCS

Custom PCA trade sheet: Restructured the page for better layout



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