RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/8/22


Key Features in this Release:


Future CTD Scenario Analysis

  • Updated delivery basket for Italian futures

Sprd/Bfly

  • [Seasonality] Added ability to set minimum series points used to calculate average

New Global IVSP & Market View – Future

  • Future tab Will now share “Group by Future” selection with New Global IVSP


Minor Fixes & Enhancements:

EUR Sprd/Bfly: Added support for “BE7”, “BE20”, & “DE20”

Trade Blotter: Updated reference doc has been added under “Help” – “Reference Doc PDF”




Previous week's release - Market View - WI, Future CTD Scenario, New Global IVSP, Forward Swap Matrix, Market View, Historical Viewer, and CCY bond enhancements