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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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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Make market decisions with help from tools like Yield Book Calculator's scenario analysis, projected cash flow, and total return functions.

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Functionality
Analytics
Security coverage

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

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

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

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.