【實用財經app】Oud™ (Bond Calculator)|最夯免費app-綠色工廠好玩App

Calculate metrics for bond instruments: dirty price, yield to maturity, total return, yield spread, z-spread, simple margin, adjusted total margin, discount margin, duration, volatility measures, pvbp, etc

The following day count conventions are supported:

ACT/ACT ISMA

ACT/ACT

GILTS ACT/ACT

30E/360 ISMA EUROPEAN

ACT/365 ISMA

This application is specifically targeted at the UK bond market but it can also be used to calculate metrics for bond instruments in other bond markets that use the supported day count conventions. It uses sample data from the London Stock Exchange Order Book for Retail Bonds to demonstrate the fixed income API and provides a 'Calculator' for you to enter your own bond data and compute your own bond metrics.

Oud™ is a financial analytics client-application that invokes the Maygard (the free and open source Java Financial Asset-Pricing, Risk & Portfolio Management Engine) API exclusively for its calculations. Maygard is available at the following url: http://code.google.com/p/maygard/