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 private placements, commercial mortgages, bank loans, emerging market debt, high yield (PIKs and Zero/Pays), municipals, serial bonds, stepped coupons, passthroughs and other unusual or illiquid securities. BondCalc's user base is split between the buy and sell sides. It is popular amongst bond traders.
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." A portfolio report and graph writer is available with selection from over 300 columns, and a single security report writer is available with over 60 statistics to each call date. BondCalc can price securities and portfolios using OAS (arbitrage-free binomial tree), Option-Free Yield, Yield-to-Worst and Static Spread discounting (off theoretical spot curve). 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. Can compare portfolios. BondCalc can handle liabilities and analyze bond refundings. BondCalc can store into a price history database so past statistics can be used in the report writer. All output can be exported to a spreadsheet for further processing.
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:
Brooklyn, NY 11215
Tel: (718) 499-9900