We support a wide range of investment categories including Cash (Equity, Fixed Income), Derivatives (Futures, Options, Swaps), and Hybrid instruments (Convertible Bonds, Structured Products). Our platform is built to handle complex valuation, accrued interest schedules, and risk sensitivity analysis.
Our Bond Calculator uses industry-standard financial models that mimic MS Excel's price and yield functions. It supports standard day-count conventions (30/360, ACT/360, ACT/365, ACT/ACT) to accurately calculate dirty prices, clean prices, accrued interest, interest-accrued days, modified duration, and convexity metrics based on coupon frequency.
We utilize the classic Black-Scholes-Merton (BSM) valuation model for European call and put options. The pricing engine calculates the option value along with all key sensitivity parameters (the Greeks): Delta (Δ), Gamma (Γ), Theta (Θ), Vega (ν), and Rho (ρ), utilizing high-precision normal distribution approximation formulas.
Yes, our Bond Pricing tool includes a Yield Shift simulation (in basis points). You can specify parallel yield adjustments (positive or negative) to instantly view the simulated clean prices under shifting interest rate environments, making stress testing easy.
You can schedule a 30-minute support meeting directly via our Calendly widget or reach out through our contact form. Our quantitative team works closely with institutional clients to build tailor-made analytics dashboards and quantitative API hookups.
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