Yield Book Calculator
The Yield Book® Calculator is a quick and efficient tool for analyzing single securities, using Yield Book’s trusted models and analytics.
Yield Book Calculator
Examine bond characteristics and risk measures, run scenario analysis, and view projected cash flows and historical trends, all with this powerful and easy-to-use tool.
Features & Benefits
Complexity made simple
Indicative Data *
Market analytics for traders and portfolio managers
Make market decisions with help from tools like Yield Book Calculator's scenario analysis, projected cash flow, and total return functions.
Functionality
Organize your bond and trade lists into folders for quick retrieval to generate analytics.
- Indicative data
- Price/Yield analytics
- Option model analytics
- Scenario rate of return
- Projected cash flows
- Mortgage prepayments
- Forward pricing
- WAL Sensitivity
Analytics
Yield Book Calculator's easy-to-use web interface offers access to Yield Book's analytics libraries and fast calculation servers, enabling you to calculate multi-path dependent measures like OAS and durations quickly.
Nominal analytics
- Price/Yield
- Spread
- Duration
- Convexity
- WAL
- DV01
- Total return
Option model measures
- OAS
- Spread
- Effective duration
- Effective convexity
- Effective WAL
- Effective DV01
- Partial/Key rate durations
Security coverage
Yield Book Calculator offers nearly two million securities using flexible relational searches or create your own structure.
- Government bonds
- Agencies
- Corporate
- High-Yield
- Emerging markets
- Brady bonds
- Mortgage pools
- CMOs
- ARMS
- ABS
- Build America bonds
- Futures
Yield Book speed and results
Generate price, yield, OAS, and effective duration calculations in seconds. See the results in a presentation-ready format, or export them into your spreadsheets for further analysis.
Scenario Analysis *
Price/Yield *
Free access for one month
Inquire about one month of free access to Yield Book Calculator*. Yield Book Calculator offers the same powerful single security analytics as Yield Book.
* Screenshots are sourced from Yield Book. For illustrative purposes only.