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RiskVal Fixed Income (RVFI) Weekly Enhancements - 4/19/2024


Key Features in this Release:

  • Future CTD

    • Added the End of Month Option

    • Added additional IVSPS YY for early delivery and last delivery

 

 

  • EUR SSA + Covered

    • Added an option to set the default GC curve for each ticker propagating it globally

 

  • Trade Blotter

    • Extended the RFR strip hedge to cover CAD

    • Added risk separation flag for CAD securities

 

  • Sprd/Bfly

    • Extended the CIX to support combination of future & cash strategies

 

  • Historical Viewer

    • Added a preference to save trader’s selection when changing timeseries 

 

 

 

Bug Fixes & Minor Enhancements:





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