Calculators
Interactive tools for rates trading calculations.
Bond Price Calculator
Calculate bond prices from yield and vice versa
Duration & DV01
Compute modified duration and DV01 for bonds
Yield Curve Builder
Build and analyze custom yield curves
Carry Calculator
Calculate carry for bond positions
Roll-Down Calculator
Estimate roll-down return from yield curve
Curve Trade Analyzer
Analyze steepener/flattener trades
Repo Calculator
Calculate repo rates and financing costs