RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/24/22


Key Features in this Release:


[Refresher] TUU2 Future and WI 2Y analysis

  • Impact of newly announced WI 2Y w.r.t TUU2 analysis

Market View - WI

  • Added ability to duplicate WI bonds

Basis Swap & Custom Basis Swap

  • Added support for JPYOIS vs ESTR

CCY Bond

  • Added ability to show lower graphs as bar chart

User Experience

  • Added ability to pop out main RVFI sheets to floating window




Minor Fixes & Enhancements:

  • Sprd/Bfly: Added historical data for DE2 up to 6th off the run

  • Market View – Curves: The order of currencies will determine the order of same currencies throughout RiskVal

  • Market View – Future: Replaced the IVSP set of columns for the IVSPS set of columns.

  • New Global IVSP: Added highlighting to the front and back contracts, also in the “Future” tab




Previous week's release - Forward Swap Matrix, Fed Fund Simulation, Future CTD, Future NetBasis Forecast, USD Bond, Market View - WI, and CCY Sprd/Bfly enhancements