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RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/29/22

Key Features in this Release:

  • Added preference to choose PCA parallel or normal parallel for delivery probability & scenario analysis and save repo

  • Added support for micro treasury yield futures

  • Added support for “DXY” index

  • Added flag to price CADOIS vs SOFR basis off the CADOIS-SOFR basis and the CAD3sOIS

  • Added support for CMSsprd Vol

Minor Fixes & Enhancements:

  • TBill: “Added Custom Columns” function to “Table” – “Manage Columns”

  • Bond CoD Graph: Added support for “New Config” and OISprd to GBP, JPY, CAD, AUD

  • Preferences: Under “Worksheet Mgmt” – “Sheet AutoLoad Mgmt”, added Trade Blotter as an option

  • EUR SSA: Added ESMTB ticker


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