Treasury, Fixed Income & Financial Risk

Prices a synthetic fixed-rate bullet bond from yield or solves yield from an observed dirty price, then exposes coupon cash flows, duration, convexity, dollar duration, and DV01.

Locks the domestic-currency value of a synthetic foreign receivable or payable through a forward contract, a borrow/invest money-market replication, or an explicit comparison of both routes.

Values synthetic fixed and floating coupon legs on an entered discount curve, routes floating coupons through entered forwards or discount-factor-implied forwards, and computes par rate, coupon DV01, and a parallel market-curve bump.

Rolls four synthetic loan tranches through mandatory amortization and priority cash sweeps, calculates fixed or benchmark-plus-spread interest, and tests leverage, interest-coverage, and debt-service-coverage thresholds over seven visible years.

Prices a synthetic call or put through Black-Scholes or a recombining Cox-Ross-Rubinstein tree, supports European and American tree exercise, and exposes analytic or tree-derived price sensitivities.

Bootstraps eight annual discount factors from a synthetic mix of zero-rate and par-coupon instruments, derives zero and one-year forward rates, and interpolates a target maturity through either log discount factors or zero rates.