ResolutionBonds

ResolutionBonds provides valuation and risk management for a wide range of debt securities, including at least 20 sovereign issues, discount securities, floating rate notes, and money market instruments.

Main Features

• Corporate and Government bonds
• Exact or equal coupon payments
• Amortizing and accreting face values
• Equivalent yield calculations for all bond types
• A number of valuation approaches for standard Floating Rate Notes (FRN’s)
• Full set of risk measures
• Shipped with a set of useful Excel® templates that provide examples of how the functions should be implemented

Bond Functionality

Each of the sovereign bonds, as well as the generic bonds, has 4 associated functions. These are the Price, Yield, Equivalent Yield, and Cash Flow Map functions. The outputs for each function are summarized on the Associated Bond Functions page.

Sovereign Government Bonds

The Bond Pricing component provides coverage of 20 sovereign government bonds, together with generic bond functions that allow users to determine a bond's price, yield, equivalent yields, and cash flow map with any combination of the various pricing conventions. The bond markets covered in this development are the same as those included in the JP Morgan Government Bond Index, and comprise the following countries (and bond series):

The two-letter alphabetic country codes are based on an international standard and are sourced from, the "Codes for the Representation of Names of Countries (ISO 3166-1993 (E)), American National Standards Institute, Inc".

Resolution aims to deliver our customers excellent value without compromising on quality.

Since everyone has different requirements, we would be more than happy to talk to you regarding a customisable pricing solution. Contact us today.