MBRM Bond Futures "Cheapest To Deliver" (CTD) Analyser

This module calculates conversion factors and then analyses the deliverable bonds, including calculating the gross and net basis for every deliverable, break-even REPO rates, implied price duration of the future and deliverables, hedge ratios, fair values and identifying the "cheapest to deliver" (CTD) bond. Sample spreadsheet provided : MBRMCTD.XLS

This is an optional module for  UNIVYLD users.

Cost of MBRM CTD is US$ 1,599

Why not consider MBRM Comprehensive Combined Package : An inclusive package of our 17 main software packages for US$ 29,999 (This would be a massive saving of over US$ 14,300)

Screen grab from our sample spreadsheet MBRMCTD.xls

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Source code and Multi-purchase discount also available.

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