Yield Book Calculator
Complexity Made Simple
Market Analytics for Traders and Portfolio Managers
Make market decisions with help from tools like the Yield Book Calculator's scenario analysis, projected cash flow, and total return functions.
Yield Book Speed and Results
Generate price, yield, OAS, and effective duration calculations in seconds. See the results in a presentation-ready format, or export them into your spreadsheets for further analysis.
*Only available to institutional entities
**Login required
Free Access for One Month
Inquire about one month of free access to the Yield Book Calculator*. The Yield Book Calculator offers the same powerful single security analytics as The Yield Book.
Functionality
Organize your bond and trade lists into folders for quick retrieval to generate analytics.
- Indicative Data
- Price/Yield Analytics
- Option Model Analytics
- Scenario Rate of Return
- Projected Cash Flows
- Historical Data
- Bond Swap Analysis
- Mortgage Prepayments
- Forward Pricing
- WAL Sensitivity
Analytics
The Yield Book Calculator's easy-to-use web interface offers access to The Yield Book's analytics libraries and fast calculation servers, enabling you to calculate multi-path dependent measures like OAS and durations quickly.
- Price/Yield
- Spread
- Duration
- Convexity
- WAL
- DV01
- Total Return
- OAS
- Spread
- Effective Duration
- Effective Convexity
- Effective WAL
- Effective DV01
- Partial/Key Rate Durations
Security Coverage
The Yield Book Calculator offers nearly two million securities using flexible relational searches or create your own structure.
- Government Bonds
- Agencies
- Corporate
- High-Yield
- Emerging Markets
- Brady Bonds
- Mortgage Pools
- CMOs
- ARMS
- ABS
- Build America Bonds
- Futures
Structuring and Analysis of New Agency Deals
Source: FTSE Russell. For illustrative purposes only.
