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RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/3/22

Key Features in this Release:

  • Added “Apply” function for scenarios to bump yields accordingly

  • Added ability to override “Yld” column

  • Added the ability to pop out the tabs

  • Added curve configuration functionality for all currencies to allow users to control what curve data to subscribe to, additionally in EUR they can choose which country to subscribe to

  • Added Sonia SFI future hedge to “Calculation” dropdown

  • Customized “Tail” will be added to lower IMM matrix

  • Added interpolated yield set of columns

  • Added multiple date Gap Breakeven Analysis

  • Added ability to set alerts on “SOFR” & “ESTR” columns

Minor Fixes & Enhancements:

CCY Bond

  • [Gap Analysis] Added “Table” – “Manage Columns” function & “ISIN” column

  • Added option to mark zero line in lower graphs (“Preferences – “Graph” – “Show Zero Line”)

Global Preferences - GUI Preferences : [Table Management] “Table Font Size” will now apply to Global Rates Monitor & Global Macro Monitor

Market View – Curves:[MYR] Added ability to mark MYR curve using forwards

Swap Box: Allow sending a folder of strategies to the trade blotter

Sprd/Bfly: Added the “Event Importer” for the seasonality panel


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