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vCorp: Bonds Pricing and Analysis Software

Real-time framework for pricing and analysis of sovereign bonds,  corporate bonds, and Credit Default Swaps (CDS).

KEY FEATURES

Web-based Real-time Price Distribution

  • Bond and CDS Prices sourced from Multiple price sources
  • Prices and analytics change with benchmark curves
  • Real time calculation engine
  • Fast distribution to traders, sales people and customers
  • Spread pricing
  • Manually override quotes
  • Rich/cheap analysis

Historical Reports & Data Analysis

  • Closing prices and analytic values marked and stored
  • Bond/CDS comparator & correlation
  • Advanced charting & reporting tools
  • Country comparator

Analytics and Calculators

  • Real time price to yield
  • Real time price to various spreads
  • Rich/Cheap relative value (z-score model)
  • Hedge Calculator