Derives various risk measures by employing analytical models, such as interest rate risk, prepayment, credit spreads, and optionality models.
Utilizes our proprietary structured deal library to generate cash flows and risk analytics. Modeling is available on more than 98% of all public deals.
Delivers analytic measures such as yields, spreads and durations (including key rates) for a wide range of fixed income asset classes with over ~3 million securities available.
Analytics calculated on-demand via the fixed income analytics engine based on a user-provided price or yield.
Durations & Convexity
Yields & More