Analytics

Fin-Scope is a powerful analytical engine for the valuation and risk management of fixed income securities.

Single Security Analytics include, among others:

• Price to OAS, OAS to Price, Option Cost
• Spread to Yield Curve
• Price/Yield Tables
• Zero Volatility OAS, Modified Duration
• Effective Duration, Effective Convexity
• Spread Duration
• Vega
• Prepayment Duration, Prepayment Convexity
• Partial Duration
• Scenario Analysis
• Security Cashflows
• Numerous Total Return Calculations (Price at Horizon, Horizon Average CPR, etc.)

All of the above apply to Portfolio Analytics in Portfolio Format.

Security Types include, but are not limited to:

• Treasuries
• Corporates
• Municipals
• Agencies
• MBS
• CMOs
• ARMs
• Loans
• Structured Notes
• Caps/Floors/Collars
• Swaps/Swaptions
• Synthetics
• Future Options
• User-Defined Bonds

Fin-Scope has the unique distinction of providing the user with the ability to customize individual analyses while also providing a rigorous third party perspective when demanded for risk management through the integration of the renowned prepayment models and interest rate processor of Applied Financial Technologies.