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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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