RiskVal Fixed Income (RVFI) Weekly Enhancements - 5/27/22


Key Features in this Release:


Hist Viewer

  • Added ability to plot weekly change, also available in Sprd/Bfly & Forward Swap Matrix

  • Added support for “ATWI” index

  • Added “Normalize” function to Seasonality analysis

  • Added the option to duplicate a saved strategy


Sprd/Bfly

  • [Seasonality] Added ability to set User Event as “Anchor”, also available in Forward Swap Matrix & Historical Viewer


Calendar ASW

  • Added “IRR OIS” & “IRR SOFR” rows to future table


Minor Fixes & Enhancements:


CCY Bond

  • Added “2M” to “Hist” dropdown

  • [USD] Added “OTR RVS vs “2+ RVS” to the “Graph” dropdown

  • Added search function in custom column window

Sprd/Bfly:

  • [EUR] Added RT intraday chart support for ESTR swaps

  • Added support for “EUORDEPO”

Market View -WI: Added support for agency WIs




Previous week's release - CYY Bond, Sprd/Bfly, Trade Blotter, CAD TBill, and Future NB Forecast enhancements