MBRM - MB Risk Management
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London EC2N 2AT
United Kingdom
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| Support: | +44 20-7628 2008 |
sales@mbrm.com
MBRM Technical Support Facilities
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 users of UNIVYLD - Universal Yield Add-in.
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)
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Click the thumbnails below for screenshots of our sample spreadsheets: |
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 Basis - CTD Analysis |
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