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ETFsRfun


Total Posts: 2
Joined: May 2017
 
Posted: 2021-02-08 18:21
Hi - Thank you in advance. Can anyone recommend a Fixed Income Calculator? Something other than Factset or Bloomberg. Thanks, again.

finanzmaster


Total Posts: 169
Joined: Feb 2011
 
Posted: 2021-02-20 15:05
>Something other than Factset or Bloomberg
Not much familiar with these products but if you also consider a custom solution (based on QuantLib and/or OpenGamma), write me.

P.S. here are some (basic) notes on Yield Curve Modeling in QuantLib, which I have written once upon a time. Maybe will be helpful for you.
https://letyourmoneygrow.com/yetanotherquant/QuantLib/book/BookQuantLib.pdf

www.yetanotherquant.com - Knowledge rather than Hope: A Book for Retail Investors and Mathematical Finance Students

silverside


Total Posts: 1444
Joined: Jun 2004
 
Posted: 2021-02-20 20:17
by "Calculator" do you mean a toolbox you can use in Excel for curve stripping, swap pricing etc?

Have a look at "MBRM" and at FinCad - no connection, have used both as an end user - adequate and cost effective for buy side risk management work.
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