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Renaissance Software, Inc
Money Market allows you to price, hedge, and process fixed or floating-rate money markets. It calculates price, yield, and dollar values ofbasis point (DV01) using zero coupon discounting, bond equivalent yield,discount rate, and money market yield. Features include:- Interest bearing annuities and securities, and noninterest bearing
securities.- Compounding rates.
- Averaging floating rates with averaging index.
- Reset in arrears.
- Solving of target price for yield statistics or coupon spread.
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