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