Advanced Bond Analytics Tool
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Key Features:
- Bond Pricing & Analytics: Price, yield, duration, convexity for various bond types (callable, puttable, floating-rate, etc.).
- Portfolio Analysis: Weighted metrics, risk decomposition, and scenario testing for bond portfolios.
- Yield Curve Analysis: Interpolation (Nelson-Siegel, cubic spline), forward rates, and stress testing.
- Risk Metrics: Credit VaR, duration/convexity risk, liquidity-adjusted pricing.
- Credit Risk Analysis: PD/LGD modeling, CreditMetrics/CreditRisk+ frameworks, credit spreads.
- Bond Comparison Tool: Relative value scoring, risk-return profiling, and scenario-based performance.
Usage:
Select an analysis type, input parameters, and visualize results via interactive charts and metrics. Ideal for traders, portfolio managers, and fixed-income analysts.