Designed for sell-side and buy-side investors, Yield Book Structuring Tool allows users to market and analyze new deals, cut and repackage collateral, price tranches, and identify deal arbitrage opportunities.
Agency CMO, CMBS, and Risk Sharing Deals can be priced at nominal or option-adjusted levels thanks to the integration of Yield Book prepayment and OAS models into Yield Book Structuring Tool.
Create large-volume deals directly within Microsoft Excel® functions and calculate analytics dynamically off the new structure.
Create deals off multiple collateral rep lines or multiple structures and batch your calculations to view deal creation values.
Saved deals are instantly available to buy-side and specifically permissioned sell-side customers of Yield Book.
Additionally, broker-dealers can share new structures with their buy-side clients who are not Yield Book customers, via the Yield Book New Issue Calculator.
*Only available to institutional entities
Copyright © 2020 Yield Book Inc.
|
Copyright © 2020 FTSE Fixed Income LLC
Organize your bond and trade lists into folders for quick retrieval to generate analytics.
Yield Book Calculator's easy-to-use web interface offers access to Yield Book's analytics libraries and fast calculation servers, enabling you to calculate multi-path dependent measures like OAS and durations quickly.
Yield Book Calculator offers nearly two million securities using flexible relational searches or create your own structure.
Source: FTSE Russell. For illustrative purposes only.
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