Release of RIO 4.6 - Time Consistent Calculations

RIO 4.6 introduces a new table structure that allows consistent calculations of historic key figures.

A large part of our customers use RIO for comprehensive analysis of historical calculations and comparison of key figures over time. With RIO 4.6 it has become considerable easier to replicate historical calculations and to perform time consistent calculations in RIO.

In 2006 we introduced Fixed Income Performance Attribution (FIPA) in RIO. FIPA focuses on explaining day-to-day changes in bond return. Therefore users of RIO's FIPA module will also appreciate the new time dimension; It will be significantly easier to calculate Performance Attribution over time. Additionally we have improved the handling of daily changes to the prepayment model.