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WI Creator Enhancement | Weekly Release 1/24/20

In this week’s release, RiskVal enhanced the When Issued Creator for traders to create and analyze the WI 20Y using any bond as the benchmark, such as the 30-year off-the-run, T 4.625 Feb-15-2040

To further enhance modeling up a more realistic 20-year WI bond, RiskVal has made an enhancement to the WI Creator to allow the benchmark to be any off-the-run bond. The trader can create a more real WI based on the bond that has the closest maturity if 20 years, rather than basing it off the 10-year CT.

Creating the 20-year WI:

  1. Click on “New”

  2. In the pop-up, check on “Show All”, then in the dropdown any bond can be selected to be the benchmark

  3. Adjust the details for the 20-year WI accordingly by setting the Maturity Date. RiskVal will automatically set the Interest Accrue & Issue Date.


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