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| Portfolio
Analysis |
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Pricing of Portfolios (Including
Matrix Pricing)
Portfolio Sector Breakdowns
Risk Analysis (Partial Durations and Other
Durations)
Scenario Analysis Portfolios and/or Indexes
Principal Component Analysis
Book Reporting
Comparison of Portfolio Cash Flows to Liabilities
Portfolio Optimization
Calculation of Historical Returns and Performance
Attribution on Dynamic Portfolio
Adjusting Portfolio Duration with Derivitives
Consolidating Individual Manager Portfolios
into an Overall Composite Portfolio
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| Trades
Analysis |
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Individual Security Price-Yield
and Option Adjusted Calculations
Using Market Closes or Live Feeds
Risk Analysis (Partial Durations and Other
Durations)
Scenario Analysis on Individual Securities
and Trades
Principal Component Analysis
Historical Data Retrieval
Butterfly Trade Analysis
Bond Swaps and Breakeven Analysis
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| Analysis
on Indexes |
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Creation and Analysis of
Customized Indexes
Comparison of Portfolios to Benchmark
Correlations of Historical returns for Various
Fixed Income Asset Classes
Historical Index Returns and Profile Measures
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| Reporting |
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Easy Package Reporting Including
Graphs and Charts
Flexible Customized Reporting on Portfolios
Automated Downloads of Analytical Measures
on Portfolios to Intergate with Our Clients' Systems
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| Research
Library |
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Daily Market Color
Published Research
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