MBRM - MB Risk Management
29 Throgmorton Street
London EC2N 2AT
United Kingdom

Email: sales@mbrm.com
Phone: +44 20-7628 2007
Fax: +44 20-7628 2008

This is an optional add-in for users of our UNIVSWAP - Universal Swap Add-in. This add-in calculates and analyses Inflation Swaps, Index Linked Bonds, and Treasury Inflation-Indexed Securities (TIPS).

The Universal Inflation Swaps / Index Linked Bonds Add-in is included as part of the Universal Add-ins trial download and comes with sample spreadsheet: 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