BONDS XL

BONDS XL is a Microsoft Excel add-in program that allows you to value fixed income securities. This program provides a complete set of calculations for US and international fixed income traders, portfolio manangers and analysts. BONDS XL is Security Industry Association (SIA) compliant.

Standard Series

Bonds

Treasuries	Actual/Actual
Zeros	Treasury strips
Agencies	30/360, with adjustments for conventions
Corporates	30/360, with adjustments for conventions
Municipals	30/360, with adjustments for conventions
Callables	Callable, at a premium or discount
Odd Coupon	Long or short first/last coupon periods
Euro Bonds	30e/360, 1 or 2 coupons
Bonds Analytics	Standard Securities Calculation Methods

Money Market

Bills	Act/360, discounted securities
BAs	Act/360, discounted securities
CDs	Interest at maturity securities

Custom Series

Bond Futures	Conversion, cheapest-to-deliver, implied repo
Stepped Coupon	Variable Coupon Bonds, Brady Bonds
Convertible Bonds	Analytic, Vasicek, and Cox-Ingersol-Ross methods
Bonds Array & Call Put Schedule	Array Output of Bond functions Values Bonds on call and put dates
Bonds IAM	Bonds Interest at Maturity

Functions

Bond functions include Yield to Maturity, Price given Yield, Accrued Interest, Duration, Convexity, Yield to Call, Coupons to Maturity, Value of an 01, Bond Futures Basis, Cheapest-to-Deliver, Implied Repo Rate and many more.

Calculations conform to Industry Standard including SIA and MSRB.

Bonds Calculator

BONDS XL Calculator

BondsCalc Demo

Cash Bond Options

Contact MITI for more information

Bond Futures Options

See OPTIONS XL

Support

Online Documentation for BONDS XL