BondCalc is the leading software pricing system in the traditional Private Placement field. It produces prices and full analytics on all fixed income securities and includes extensive support for:
BondCalc's user base is split between the buy and sell sides. It is popular amongst bond traders.
- private placements
- commercial mortgages
- bank loans
- emerging market debt
- high yield (PIKs and Zero/Pays)
- serial bonds
- stepped coupons
- other unusual or illiquid securities
Perpetual departmental site licenses run from $7,000-16,000, depending on features, such as portfolios, OAS and securitization.
If you have any questions, or would like a demonstration copy, please call or email:
- BondCalc is completely cash flow based with after tax, leveraging and multi-currency capabilities.
- Portfolio statistics are calculated using all cash flows and are not "weighted."
- Results returned to the screen.
- 100 preset analytical graphs and reports.
- A single security report writer is available with over 60 statistics to each call date.
- A portfolio report and graph writer is available with over 300 columns.
- BondCalc can price securities and portfolios using:
- Matrix pricing is the most complete available and can be used to calculate projected total return.
- Stress testing can be done using yield curve shift analysis.
- Can securitize commercial mortgages, home equity loans, and other assets. Has A/B structure with unlimited tranches in each.
- Can use implied forward yield curve or 2-dimensional interest rate forecasts to value make-whole calls, swaps and horizon analysis work-outs.
- Has bond-for-bond swap analysis.
- Can compare portfolios.
- Can handle liabilities and analyze bond refundings.
- Can store into a price history database so past statistics can be used in the report writer.
- Comprehensive import format available to feed program.
- All output can be exported to a spreadsheet for further processing.
- Equity portion of convertibles valued using artificial intelligence techniques for a range of stock growth rates.
- Can manage trader's book with daily marking-to-market, cost of funds charge and month-to-date P&L. Hedging and liabilities can be handled.
- Can manage a cash manager's portfolio with daily marking to accreted value.
Brooklyn, NY 11215
Tel: (718) 499-9900