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Automated
Delivery of Security Analytics Measures
Either Yield Book prices or client prices are
basis for calculations.
Client provides list of security identifiers (with or without prices).
Client specifies pricing assumptions [yield curve, volatility, etc.], and range
of analytics measures [e.g., OAS, Effective Duration, Partial Durations, Scenario
RORs, etc.] to be calculated for each security.
Calculations launch 2:00 AM (ET).
Analytics Measures transmitted electronically via FTP.
- Service targeted to non-Yield
Book customers.
Contact your Account
Manager if you are a customer.
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