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RiskVal Fixed Income (RVFI) Weekly Enhancements - 8/12/22

Key Features in this Release:

  • [RV Analysis] Added regression weekly change as “Weight” option, also available in Forward Swap Matrix

  • [Seasonality] To the Annual Date Range, added the options to show “x” days prior to the set date

  • [WI] 5-year maturity USD bond will be auto generated

  • Added ability to override “FRA/ESTR Basis” & “Convexity” cells

Minor Fixes & Enhancements:

  • Forward Swap Matrix: Added carry & roll history for CNY, COP, CZK, HKD, NOK, RUB, THB IMMOIS and IMM Swap

  • CCY TIPS: Added the 2BD dBEI, 2BD dRYld, 2BD SA dBEI

  • Market View - [Curves - USD] Added historical data for convexity table


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