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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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