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


Key Features in this Release:



Future CTD

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

  • Added ability to override “Yld” column

  • Added the ability to pop out the tabs


Market View – CCY Config

  • 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


Swap Box

  • Added Sonia SFI future hedge to “Calculation” dropdown


Custom Basis Swap & Basis Swap

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


CCY Bond

  • Added interpolated yield set of columns

  • Added multiple date Gap Breakeven Analysis


Calendar ASW

  • 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




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