This program has virtually everything a bond market professional needs for analyzing domestic, international, stepped coupon and sinking fund bonds.
 
Highlights

  • Treasury, agency, corporate and municipal bonds
  • international bonds (Eurobond, OAT, gilt, BTP, etc.)
  • stepped coupons, sinking funds, PIK and perpetual bonds
  • discounts and CD's
  • floating rate notes
  • Brady bonds
  • yield, price, accrued interest
  • duration, convexity, value of a 32nd, value of a BP
  • carry, forward price, future price, implied repo rate
  • holding period return
  • bond conversion factors, e.g. CBOT, LIFFE, MATIF, etc.
  • strip and tail calculations
  • after-tax calculations
  • odd coupon and multiple calendar support
  • customizable bond types
  • Securities Industry Association (SIA) & ISMA compatible


See List of Functions