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

• Market View- Curves

  • [CMT- SSA EU] Adjusted the curve to be built only using EU-NGEU bonds

• 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 

• CCY S+SP

  • Added the Curve Analysis

Bug Fixes & Minor Enhancements:

Previous week's release - Sprd Bfly, and Historical Viewer enhancements