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EUR Bond Enhancement | Weekly Release 10/27/2023

Added the set of Interpolated Yield columns, which allows users to create a curve selecting two bonds as the fitting points


Traders can now add the “Interp Yld” set of columns in the “EUR Bond” window.


Once traders check the “Interp Yld Maker” fields, Riskval will create a curve between the two selected bonds and calculate a “Interp Yld” & “Interp dYld” (Linearly interpolated Yield and the daily changes) and the “Interp Yld Sprd” & “Interp Yld dSprd” (delta between the interpolated yield and the daily changes) columns accordingly. If more than one bond is selected, the “Interp Yld” will be based off the two adjacent bonds selected. Thus, more than one curve can be calculated by the “Interp Yld Marker”.


Note: The columns are also available in the “USD Bond” window as well.








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