Yield Book Calculator

The Yield Book Calculator is a quick and efficient tool for analysing single securities, using Yield Book’s trusted models and analytics.

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Overview
Features & benefits

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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.

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Features & Benefits

Complexity made simple

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
Organise 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.