CPI Swap Enhancement | Weekly Release 11/1/19

Enhanced EUR + FRF CPI Swap curves to use 24 monthly CPI


To make the EUR and FR CPI curves more granular, we have added one more year of the CPI resets available in the market. The updated CPI curve will be used through RiskVal, including the Trade Blotter’s inflation risk and inflation risk (cash flow).


  • LinkedIn - Black Circle
  • Twitter - Black Circle

RiskVal Financial Solutions, LLC, is a global supplier of SaaS for trading strategies, risk management, and portfolio management. RiskVal provides software such as analytics and trading systems in fixed-income, credit derivative, equity, foreign exchange, and derivative securities.

Copyright © 2020 RiskVal Financial Solutions, LLC. All rights reserved.