Whether you are working in the government, corporate or municipal sector, FINCAD XL will make easier for you to price and analyze the financial risk of your fixed income securities and derivatives. FINCAD XL gives you the power to do all of your analysis on a spreadsheet with the option of using our professionally designed and developed workbook solutions.
Use FINCAD Analytics to:
• calculate price from yield
• calculate comparative yields
• calculate yield from price
• perform mark-to-market valuation
• calculate risk statistics (duration, convexity, accrued interest, etc)
• jurisdictional bond models for over 35 countries
• spreads over treasury curves
• calculate treasury/Eurodollar spreads
• standardized and true yields
• cash flow analysis
• create benchmark curves using money market, futures, swap and bond quotes from any jurisdiction in the world.
Term structure models allow for valuation of callable bonds using Hull-White, Black-Karasinski, Ho-Lee and Lognormal models.
Coverage
• amortizing bonds
• bond forwards, futures, options
• callable bonds & OAS
• cash flow calculations
• conversion factors
• convertible bonds
• credit spread analysis
• discount securities
• floating rate notes
• forward rate agreements
• government and corporate bonds
• index-linked principal protected bonds
• inflation bonds
• interest at maturity securities
• municipal and tax-exempt bonds
• repos
• step-up coupon bonds
• structured notes (range accruals, etc.)
• T-bills
• term structure models
• treasuries
• zero coupon bonds
Related Coverage
• caps & floors
• credit derivatives
• foreign exchange options and futures
• interest rate swaps
• options on interest rate futures
• Value-at-Risk (VaR)
Download a Datasheet on Fixed Income
Download a Datasheet on Jurisdictional Bond Coverage
Screenshot example of the Function Finder
