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MBRM
MBRM - MB Risk Management
Warnford Court
Throgmorton Street
London EC2N 2AT
United Kingdom
Email:

Phone: +44 20-7628 2007
Fax: +44 20-7628 2008

This analyser calculates and analyses Inflation Swaps, Index Linked Bonds, and Treasury Inflation-Indexed Securities (TIPS).

It is an extra layer of analytics on top of UNIVSWAP - Universal Swap Add-in and ultimately calls the functions in UNIVSWAP's library. The analyser spreadsheet is included as part of the Universal Add-ins trial download: mbrm_inflation_swaps_and_Index_Linked_Bonds.xls

Features include:

  • Calculation of nominal yields and real yields for Index Linked Bonds
  • Calculation of yields and swap rates from the on-the-run government bonds.
  • Calculation of Inflation swap rates
  • Calculation of Inflation zero rates (from either CPI Futures or the Index Linked Bonds).

Why not consider MBRM Comprehensive Combined Package : An inclusive package of our main software packages (This would be a massive saving on the individual selling price of these packages)

CLICK HERE to see our latest Price List.


Click the thumbnails below for screenshots of our sample spreadsheets:

USD Sheet GBP Sheet