RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/30/22


Key Features in this Release:

Sprd/Bfly

  • [Butterfly Generator] Added option to either show the future or CTD in the generated strategies

Basis Swap

  • Added support for SGD SORA vs SOFR

CCY SSA

  • [GBP] Added column "S/A Yield", and "S/A Comp Sprd"

  • [EUR] Added IFC ticker


Bug Fixes & Minor Enhancements:

Market Monitor

  • [Global Rates Monitor] Added the ability to drag and save the column when it is moved

  • [Fed Fund Monitor] Replaced existing Fed Fund based and ECB based values (Market, Implied, and Mkt Sprd) with SOFR and ESTR ones

  • [CMSSprd Vol]: Added the Premium live

Trade Blotter-XCCY Basis: Added OIS to CHF XCCY swaps


Previous week's release - Global Rates Monitor, Sprd/Bfly, CNY Bond, and Forward Swap Matrix enhancements