Yield Book Structuring Tool

Create, Analyze, and Market New Agency Deals

Structuring and Analysis of New Agency Deals

Designed for sell-side and buy-side investors, the 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 the Yield Book Structuring Tool.

Spreadsheet Power and Flexibility

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.

Instant Deal Distribution

Saved deals are instantly available to buy-side and specifically permissioned sell-side customers of The 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