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


Key Features in this Release:


  • Added support for Mortgage trade type

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

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

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


  • Added support for “G2SF”

  • Added Support for “FN30 1.5”


  • 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



תגובות


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