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RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/14/2024

Key Features in this Release:


  • Bond Roll

    • Added support for Key Risk (DV01), also available in Trade Blotter 

    • Added an option to open multiple Curve Analysis windows

    • [INR] Added a column to show whether a bond is a “FAR” bond

Bug Fixes & Minor Enhancements:

  • Market view:

    • [Curves- PLN] Removed the 9M IBOR

    • [Curves- MYR] Removed the 2M IBOR

    • [Curves- IDR] Removed the 1D Index

    • [Curves- RUB/TRY/THB/PHP/INR] Removed the IBOR Curves

  • CAD Prov: Added OIS to the lower graphs

  • Forward Swap Matrix: Added support for commodity tickers already supported in Sprd/Bfly

  • JPY Sprd/Bfly: Added the Simple Yld close and daily change of Simple Yield, also added to the JPY Bond



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