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RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/16/22

Key Features in this Release:

  • [Curve Analysis] Added support for CANHOU as well as carry & roll data types

  • Added option to plot average line in Multi Graph

  • Added support for AUD/IT/ES/GB CPI/RPI and CPI/RPI End

  • Added ability to specify absolute strike for swaptions

Bug Fixes & Minor Enhancements:

GBP Tips: Added “3M Repo” column


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