Fixed Rate Bonds: Callable, puttable, sinking fund, amortizing, pay-in-kind, step coupon, and CDs
Fixed Rate Municipals: Extends BondOAS to incorporate ‘tax-neutral’ OAS and duration to capture de minimis effect on risk
Floating Rate Notes: Callable, puttable, amortizing, with caps and floors, fixed-to-float, float-to-fixed, range, range accrual, inverse
Fixed Rate MBS: Valuation and integrated prepayment model for high-speed risk analysis
Inflation-Indexed Bonds: Coverage includes US, Canada, Germany, Sweden, Japan, the UK, France, Italy, and Australia
Fixed Rate Bonds: Callable, puttable, sinking fund, amortizing, pay-in-kind, step coupon, and CDs
Fixed Rate Municipals: Extends BondOAS to incorporate ‘tax-neutral’ OAS and duration to capture de minimis effect on risk
Floating Rate Notes: Callable, puttable, amortizing, with caps and floors, fixed-to-float, float-to-fixed, range, range accrual, inverse
Fixed Rate MBS: Valuation and integrated prepayment model for high-speed risk analysis
Inflation-Indexed Bonds: Coverage includes US, Canada, Germany, Sweden, Japan, the UK, France, Italy, and Australia