Calculate a vast array of analytics, including OAS, durations, and returns. Yield Book Add-In accesses the same security and calculation servers as Yield Book, giving you numbers you trust in an easy to analyze format. Analytical assumptions, such as curve type and date, prepayment models and volatility models are defined directly within Yield Book Add-In's functions.
Create a portfolio by simply referencing a list of securities and par amounts. Users can input their own data, including prices. Portfolio-level calculations include scenario ROR, cash flow projections, risk metrics, return attribution, and other measures. Further refine results by sector analysis, using either Yield Book or user-defined keywords.
*Only available to institutional entities
**Login required
Provide your own data, including user bonds, curves, volatility surfaces, scenarios, partial durations, and prepayment model dials to customize analysis.
Access individual security, index, and other historical time series data. All historical data sets are stored in single cells, which allows for dynamic graphing capabilities while keeping spreadsheets clean. An integrated statistics package builds on historical data functionality, allowing for easy analysis.
Copyright © 2020 Yield Book Inc.
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Copyright © 2020 FTSE Fixed Income LLC
Yield Book Add-In offers access to Yield Book's analytics libraries and fast calculation servers, allowing you to quickly calculate multi-path dependent measures like OAS and effective duration.
Yield Book Add-In offers access to nearly two million securities from Yield Book databases. Additionally, users have the ability to define and manage their own securities.
Yield Book Add-In's user-friendly drop-down menu is organized by analysis type.
THE AMERICAS
Yield Book
28 Liberty Street
58th Floor
New York, New York 10005
Tel: (646) 989-2200
FTSE Russell
40 Fountain Plaza
6th Floor
Buffalo, NY 14202
United States
FTSE Russell
One Market Plaza
Floor 36
San Francisco, CA 94105
United States
EUROPE, MIDDLE EAST, AFRICA
FTSE Russell
10 Paternoster Square
London EC4M 7LS
United Kingdom
+44 20 7334 8962
ASIA PACIFIC
FTSE Russell Hong Kong
Suites 3506-3508
35th Floor
Two Exchange Square
8 Connaught Place
Central
Hong Kong
+852 2164 3288
FTSE Russell Japan
Otemachi First Square East Tower 11F
1-5-1 Otemachi
Chiyoda-ku Tokyo
100-0004
+81 3 4563 6346
FTSE Russell Taiwan
26F NanShan Plaza,
100 Songren Rd., Xinyi Dist.,
Taipei 110, Taiwan
+886 2 8979 4966
*This link navigates to a non Yield Book website
THE AMERICAS
Yield Book
111 Wall Street
14th Floor
New York, New York 10005
Tel: (212) 816-7120
FTSE Russell
40 Fountain Plaza
6th Floor
Buffalo, NY 14202
United States
FTSE Russell
One Market Plaza
Floor 36
San Francisco, CA 94105
United States
EUROPE, MIDDLE EAST, AFRICA
FTSE Russell
10 Paternoster Square
London EC4M 7LS
United Kingdom
+44 20 7334 8962
ASIA PACIFIC
FTSE Russell Hong Kong
Suites 3506-3508
35th Floor
Two Exchange Square
8 Connaught Place
Central
Hong Kong
+852 2164 3288
FTSE Russell Japan
Otemachi First Square East Tower 11F
1-5-1 Otemachi
Chiyoda-ku Tokyo
100-0004
+81 3 4563 6346
Yield Book
13th Floor, No 1,
Songzhi Road
Taipei 110, Taiwan
Tel: 886-2-8726-9778
*This link navigates to a non Yield Book website