Market Quotes: «Get Real-Time Market Quotes and Economic Data» (Available in The Clients-Login-Area)
Real-Time Quotes, Graphics and Historical Data Download for:
- Interest Rate Swaps (CHF, USD, EUR, JPY)
- Government Bonds (CHF, USD, EUR, JPY)
- Cash Deposits (CHF, USD, EUR)
- LIBORS (CHF, USD, EUR)
- Forward Rates
- FX&Swaption Volatilities
- Basis Swaps
- Indices, Commodities and Economic Data.
Financial Calculators: «Pricing And Portfolio Valuation» (Available in The Clients-Login-Area)
The Forward Rates Analysis Calculator allows you to compute forward rates for any period at any future date. In order to calculate effective yields for implicit forward rates, you can either use the strips of the EURO or IMM futures contracts or use the offered cash or IRS rates, which is the case in the table above. This gives you a projected future curve. The Forward Rate Agreements however, are calculated on the base of the futures, because of the higher liquidity of the latter. Strips of one year or less are money market yields, and strips of more than 1 year are bond equivalent yields. The calculator enables you also to plot historical forward rates.
The Bond Calculator allows to compute various characteristics of a plain-vanilla bond. This includes clean and dirty prices and values as well as different risk measures such as basis point sensitivity, modified and Macaulay duration or convexity.
This calculation tool allows you to price a portfolio consisting of up to three (red, green and blue) options (call or put), futures contracts (fut) and/or stocks (und). The column on the right requires the input of the price of the underlying and gives you the price of the portfolio, your profit/loss and sensitivity measures (the Greeks) of the portfolio.
The IRS Reassignment Value Calculator allows to compute various characteristics of a plain-vanilla interest rate swap. This includes revaluation value as well as different risk measures such as basis point sensitivity, modified and Macaulay duration or convexity
Calculate an IRS price, spot settlement, until the desired maturity (by interpolation). It mentions also the spread and the price of the Government Bond for the same period.
Yield Spread Calculator
The Yield Spread Calculator allows looking at two different term structures of interest rates in two different currencies.