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 managers and analysts. BONDS XL is Security Industry Association (SIA) compliant.
Standard
Series
|
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 |
|
Standard Securities Calculation Methods |
Money
Market
|
Act/360, discounted securities |
|
|
BAs |
Act/360, discounted securities |
|
Interest at maturity securities |
Custom
Series
|
Conversion, cheapest-to-deliver, implied repo |
|
|
Variable Coupon Bonds, Brady Bonds |
|
|
Analytic, Vasicek, and Cox-Ingersol-Ross methods |
|
|
Array Output of Bond functions |
|
|
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
Cash Bond Options
Contact MITI for more information