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RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/7/2024

Key Features in this Release:


    • Enhanced Fwd BEI/RYld Matrix to allow use to see forward between two different months


  • Sprd/Bfly

    • Added support for Cap/Floor ATM strike for forward structures

    • [Seasonality] Traders can save the default settings by currency

    • [Seasonality] Added ability to configure line colors


Bug Fixes & Minor Enhancements:

  • Swap Box: Enabled FF Hedge calculation for swaps

  • Market view:

    • [Curves- CAD] Removed BA futures (except BAM4)

    • [CCY Config] Removed IBOR for USD/GBP/CHF/JPY

  • Conditional Curve: Added preference to color each point based on total intrinsic value



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