RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/23/21


Key Features in this Release:


Trade Blotter

  • Added support for Mortgage trade type

Forward Swap Matrix

  • Added support for individual Euro$ Convexity using "CNVXED[HMUZ]#", also in Sprd/Bfly

  • [BRL] Added support for 0D futures such as “ODF31”

Sprd/Bfly

  • Added support for EURO STOXX index, “SX5E”, and Euro STOXX BanksPricer“SX7E”


TBA Analysis

  • Added support for “G2SF”

  • Added Support for “FN30 1.5”


CB Rate Monitor

  • Added historical data for all rates


Minor Fixes & Enhancements:


USD SSA FRN: Under “Preferences” menu, added “Save/Load the Discount Margin bp” flag

Bond Roll:[JPY] Added historical data for “AUD3s ASW YY”

User Experience: Added <Ctrl + Alt + G> shortcut for gathering Off Screen windows



Previous week's release - [New] Global Rate Monitor, [New] Market View - WIFRN, Trade Blotter, Basis Swap, Calable Bond Trade and Market View - IRVOL enhancements