top of page

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


bottom of page