Innovative, flexible tools for a range of financial needs.
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Thousands of Financial Professionals Choose @nalyst
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Marketbooks
@nalyst Packages
Highlights
This program has virtually everything a bond market professional needs for analyzing domestic, international, stepped coupon and sinking fund bonds.
Functions
Domestic and International Bonds
including Stepped Coupons and Sinking Funds
Bills and Other Discount Securities
CD's and Other Interest-At-Maturity Securities
Highlights
The Wall Street proven analytics you need to create your own open, real-time trading system.
-equities
-futures (Black model)
-bonds
-commodities
-foreign currency (Garman-Kohlhagen model)
Functions
All sensitivity functions can compute:
Highlights
The latest advancements in pricing and sensitivity analytics for exchange traded and over-the-counter options.
Pricing and sensitivity functions for over 40 different types of exotic options including
Functions
Highlights
Swap @nalyst is the professionals tool of choice for flexible analysis of swaps. Included in the package is the most advanced yield curve building technology.
Build, analyze and alter models for the term structure of interest rates.
Analyze Swaps
Functions
Curve Building and Manipulation
Highlights
Analyze complex interest rate options simply and accurately from within your spreadsheet. The package comes with the most advanced yield curve building technology.
Build, analyze and alter models for the term structure of interest rates.
Pricing and sensitivity analysis of interest rate options.
Functions
Curve Building and Manipulation
Highlights
Price, structure, analyze and trade your mortgage securities with ease!
-constant prepayment rate (CPR)
-Public Securities Association (PSA)
-custom prepayment vector
-FHA experience
-absolute prepayment rate
Functions
Price, Yield, Duration and WAL — fixed rate mortgages
Adjustable Rate Mortgage Functions
The following prepayment types are supported:
Prepayment Rate Conversion Functions
Highlights
Credit @nalyst brings THI’s proven analytical expertise to the new world of credit derivatives
Price default swaps:
Price options on default swaps:
Price basket default swaps:
Functions
Highlights
Calculate NPV, IRR, business day arithmetic and loan amortization schedules!
Generalized net present value, internal rate of return, future value, cash flow duration and floating rate margin
Amortization and annuities
Date arithmetic supporting actual and 30/360 calendars Business day calculations with weekends and holidays, with support for more than 25 major financial centers Rate periodicity and quote conversion General mathematics and interpolation
Functions
Generalized Cash Flow Analysis
Highlights
This program has virtually everything a professional needs for analyzing domestic and international convertible bonds.
Specifiable Convertible Bond Attributes:
Functions
Domestic and International Convertible Bonds
including Stepped Coupons and Sinking Funds
Highlights
Provides functions for performing statistical analysis of asset returns.
Functions