Fixed Income Analytics

Monitor mark-to-market valuations, yield curves, modified durations, and interest rate risk sensitivities.

Core Capability

Real-Time Valuation and Risk Monitoring

Manage your bond portfolios with advanced risk calculations. IRM Fintech provides treasury departments, investment firms, and fund managers with instant portfolio valuation and compliance reporting.

Our pricing engines support standard day-count methods (30/360, ACT/360, ACT/365, ACT/ACT) and accurately model accrued interest, dirty/clean pricing, modified duration, and portfolio convexity.

Accrued Interest Tracking

Compute precise accrued interest timelines for semi-annual, annual, quarterly, and monthly schedules.

Modified Duration & Convexity

Instantly gauge interest rate risk and estimate price sensitivities with second-order convexity adjustments.

Yield Shift Simulation

Model parallel yield shifts in basis points to evaluate stress scenarios across diverse interest rate regimes.

Indian Treasury/G-Sec Specs

Built-in day-count parameters tailored to Indian government securities, corporate bonds, and Treasury bills.

Credit Rating ProfileSimulated Dashboard

AAA Rated / Sovereign65%
AA+ / AA Rated20%
A+ Rated10%
Commercial Paper / Short Term5%

Want to perform quick pricing calculations or model coupon schedules?

Open Bond Calculator

Interested in a customized demo?

Schedule a 30-minute demonstration with our quantitative product specialists to view our institutional dashboards.

Book a Demo
We Are Here!