The New Yield Book Calculator
sales@yieldbook.com 212-816-7120
October 2008
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The New Yield Book Calculator
• The Yield Book Calculator is a fixed income security analysis tool accessible over the internet – Quickly prices fixed income securities and calculates risk measures – Accesses the same set of proprietary analytic models, powerful servers, and databases implemented in The Yield Book fixed income analytical system – Requires minimal technology: Web Browser, Adobe Flash v9
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Expanded Security Data
Global Markets – Governments, Agencies, and Inflation Linked Securities – Investment Grade and High Yield Corporates – Emerging Markets – Brady Bonds – Japanese Mortgage Pools
US Market – Mortgage Pools – Fixed-Rate Mortgage Generics – ARMs – CMOs – ABSs – CMBS
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Expanded Analytics Measures
Price/Yield Analytics – Live curves and historical closing curves (Swap/Government) – Option adjusted measures – Actual/Projected prepayment speed analysis – WAL sensitivity analysis
New Features for Analytics – Partial duration measures – User-defined swap/government curve for pricing – Historical pricing
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New Tools
Quick reports capture the expanded data set and analytic measures Bond Management – Save folders of bonds – Import bond lists Customizable settings for pricing, language, layout, and fonts New Language Options – English – Japanese – Korean – Chinese Simplified Traditional Glossary is contact-sensitive Resizable workspace No installation required: Web Browser and Adobe Flash v9
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Indicative Data
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Price/Yield Analytics
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Reports
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Feedback
We want to hear your feedback – Overall layout and general ease of use – Ability to manage bonds – Performance Start-up Pricing securities Navigating through pages
If you encounter any problems at all, please contact us!
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Planned Enhancements
We are currently working on adding these features:
– Scenario Analysis – – – – Cash Flows User-defined securities (User Bonds) Trade List Analysis Historical Data
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Resources
www.yieldbook.com – Manuals, FAQ’s, Release Highlights and Workshop information is available under “Customer Login” – To get access, give us your e-mail address Quick Card – Searching, Shortcuts, Auto P/Y Logic Contact Information Usage/Analytics Tech Support Sales (212) 816-BOOK [2665] (212) 816-TECH [8324] (212) 816-7120 howto@yieldbook.com support@yieldbook.com sales@yieldbook.com
New York Customer Service Hours (see website for changes) Mon-Thurs 6am-8pm EST Friday 6am-6pm EST Sunday 10am-3pm EST
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Yield Book Products
The Yield Book - Introduced July 1989
– Fixed Income Analytical System – Includes models, databases, calculation engine to analyze bonds, trades, portfolios, and benchmarks
Yield Book Calculator - Introduced January 2001, Upgrade October 2008
– Single security calculator – Includes 1-for-1 and 2-for-1 swaps
Yield Book Add-in - Introduced February 2006
– Yield Book analytics in your Excel spreadsheets
Yield Book Consulting Services - Introduced January 2005
– Customized fixed income analytics and automation solutions
Yield Book XML API - Introduced January 2007
– Incorporate Yield Book analytics into your own programs and interfaces
Citigroup Fixed Income Indexes
– Family of global fixed income index products – Downloadable issue level data – Available for licensing in structured products
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