Fixed Income Pricing Models
Resolution's software ResolutionPro comes with a full suite of models for the pricing of fixed income and it's derivatives to support front-office trading, risk management and hedge accounting.
Resolution's Bond Module provides valuation and risk management for a wide range of fixed income securities, including 20 government bond types, money market securities and floating rates notes.
With a full suite of fixed income pricing models Resolution can perform calculations on a wide range of corporate and government debt.
Coverage:
- Corporate bonds
- Government Bonds
- Amortizing Bonds
- Money Market Instruments
- Floating Rate Notes (FRN)
Fixed Income Calculations
- determine fair value and risk assessments for all types of fixed and floating instruments
- Calculate yields from price
- Mark-to-market entire portfolios effortlessly by updating market yields and valuation dates
- Establish cash flow projections for the outstanding life of all bonds within a portfolio
- Price callable bonds
- Value related financial derivatives