RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/23/22


Key Features in this Release:

Global Rates Monitor

  • Added support for all CCYs on “Auto Build”

CNY Bond

  • Added support for ADBCH & EXIMCH

Sprd/Bfly

  • [Seasonality] Added support for ECB & BOE meeting dates, also available in Forward Swap Matrix

Forward Swap Matrix

  • Added “Config” menu to XCtry RV Analysis, already available in RV Analysis


Bug Fixes & Minor Enhancements:

Historical Viewer: Added historical IVSPE data for OAT, IK, & KOA futures

Sprd/Bfly: Extended SSprd YY/Z historical data for TII 0.125 252

HKD Bond: Added support for GBHK

Future Net Basis Forecast: Added the Preference to change the PCA Type and Dlv Parallel Type, same as Future CTD


Previous week's release - Sprd/Bfly, Forward Swap Matrix, and Trade Blotter enhancements