Fixed-Income Toolbox: Model and analyze fixed-income securities
固定收益工具箱渲染功能用于固定收入分析和建模。该工具箱包括用于拟合产量曲线的工具，以采用自举和参数拟合模型来销售数据。开发人员可以计算利率掉期，价格和利率的敏感性。开发人员可以加上其他衍生品，包括债券期货，可转换债券和信用违约掉期。
此外，固定收益工具箱还包括用于确定各种固定收益证券的收益率，现金流量和价格，包括公司债券，抵押支持证券，市政债券，财政债券，国库券和存款证书。
Cardinal Prominent Attributes
Yield curve fitting with assisting and parametric fitting models.
Rate, sensitivity and price computation for interest rate swaps.
Value and price computation for credit default swaps.
Yield, price, cash-flow and discount rate schedule computation for indebtedness comprising stepped-coupon bonds zero-coupon bonds and treasury bills.
Option and price conformed spread computation for bonds.
Rate and price computation for bond futures, European call and put options and convertible bonds.
Yield and price computation for generic balloon mortgages and fixed-rate mortgage pools.
Yield Curve Fitting and Analysis
Fixed Income Toolbox renders customizable and extensible objects for fitting a yield curve to market data. Developers can in addition, study market data by deducing curves comprising the discount rate curve, par yield curve and forward rate curve employing other methods of these objectives.
利率曲线目标使开发人员能够使用包括Nelson-Siegel和Svensson，Bootstrap方法，自定义功能和基于样条的模型的参数模型来推销数据。
Credit Default Swap Pricing and Valuation
固定收益工具箱包括功能来定价新的和现有的信用违约互换（CDS）协议。开发人员可以重视广告系列的CDS合同，而无需直接付款和要求直接付款的标准。
The toolbox modifies common CDS valuation tasks. Developers can:
Approximate the default option probability term structure by assisting CDS market data.
Price new CDS contracts by computing the breakeven spreads for various recovery rates and maturity dates.
计算CDS合同的标记到市场价值，并通过累积或非应计保费付款
在市场报价中使用运行分散和合同的通勤，采用直接付款和货币标准价差。
Debt Instrument Valuation
Fixed-Income Toolbox permits developers value and model a diversity of indebtedness. Developers can compute price and option adjusted spread (OAS) for bonds with an engrafted option employing Black's model.
开发人员可以为各种债务工具进行定价：
Zero-coupon bonds: Compute price and yield to draw out the present value from any fixed coupon instrument for any period of time.
Treasury bills: Compute yield, price, breakeven discount rate and discount rate.
Treasury, municipal bonds and corporate:Compute, yield, cash-flow schedules and price .
Stepped-coupon bonds: Compute, yield, cash-flow schedules and price. The following coupon dates are computed mechanically from the final enrolled input end dates. The defrayment due on liquidation constitutes the accumulated interest due on that day.
Derivative Instrument Valuation
固定收益工具箱渲染基于布莱克模型的工具，用于用固定收益衍生物弄清楚。该工具箱渲染工具来计算利息的固定利率，价格和费率掉期的持续时间。这些工具A; llow开发人员通过计算核心收益率来计算交换价格，这些收益率将交换的浮动率侧与固定利率侧相对应。开发人员可以将固定侧的现值设置为浮动侧的现值，而没有调整和等同浮动和固定周期。对冲能力的持续时间使开发商可以通过掉期协议对冲投资组合并处理利率风险。
For bond futures, developers can compute the bond conversion factors, price and incriminated repo rate. This data can be employed to handle interest rate risk for the selected portfolio. For convertible bonds, practicality is available to compute the price employing trinomial and binomial trees. The value of the convertible bond is ascertained by the uncertainty of the relative stock. Developers can in addition, compute the price employing Black's model for a European put option, European call option, interest rate floorlet and interest-rate caplet.
Mortgage Pool and Balloon Mortgage Pricing
Fixed-Income Toolbox allows developers model balloon mortgages and generic fixed-rate mortgage pools. The toolbox renders tools to compute yield and price of mortgage-backed securities employing defrayment options deduced from consistent exercises of the Public Securities Association (PSA). Developers can compute the effective duration or mortgage-pool price employing the option adapted to spread method for the mortgage pool. Developers can in addition, assess the risk for a mortgage-pool portfolio employing duration, average life computations and convexity.
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