Yield Book Calculator
Complexity Made Simple
* Only available to institutional entities
Market Analytics for Traders and
Portfolio Managers
Make market decisions using tools like the Calculator’s scenario analysis, cash flow, and total return functions.
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
- Cash Flows
- Historical Data
- Bond Swap Analysis
- Mortgage Prepayments
- Forward Pricing
- WAL Sensitivity
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.
The Calculator's easy-to-use web interface offers access to The Yield Book's premier 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
Free Access for One Month
Inquire about one month of free access to The Yield Book Calculator*. The Calculator offers the same powerful single security analytics as The Yield Book.
The 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
