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Renaissance Software, Inc
Bonds Pricing is the fixed-income pricing application. Depending uponthe inputs you provide, you can solve for yield or full price. Theapplication will also calculate the Macaulay and modified durations, theDV01, and the convexity of the securities you enter. Bonds Pricing doesthe following:- Prices U.S. Treasuries, U.S. Corporates, U.S. Agencies, Eurodollars,
French Treasuries, Australian Treasuries, Canadian Treasuries, SwissTreasuries, German Treasuries, Japanese Treasuries, and UK Treasuries.- Calculates DV01, convexity, modified duration, Macaulay duration, flat
price, accrued interest, full price, yield, simple yield.- Includes short/long first coupon capabilities.
- Includes administrative data such as product name, accounting number,
group ID, and transaction ID; also broker and other fee data.- Maintains defaults of settlement by bond type.
The IMM Futures application allows users to input individual futures forpositioning and hedging based on tenor or maturity dates and multiplecurrency selections. It calculates value from input price and LIBORcurve.
Source Avail: No
Product Special Handling: None.
Operating Systems: Solaris Sparc 1.0
Renaissance Software, Inc
175 S San Antonio Rd Second Floor
Los Altos, CA 94022
USA
Phone: (415) 949-9200
Fax: (415) 941-8943