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

Key Features in this Release:

Future NB Forecast

  • Added option to choose specific UWIs in the delivery basket

Trade Blotter

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

Fed Fund Simulation

  • Added change on day column for the Current Rate

CCY Bond

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

Global Rates Monitor

  • Added forward inflation swaps & forward OIS

Future Option

  • Added preference to use SOFR or LIBOR swaption

Forward Swap Matrix

  • 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

Previous week's release - Trade Blotter, CCY Bond, CCY Sprd/Bfly, USD Trsy 2+ RVS Graph, Swap Monitor, USD SSA FRN, and Central Bank Rate Monitor enhancements
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