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All 6 treasury, fixed income & financial risk calculators
Bond Price Yield Duration Convexity Calculator
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.
FX Forward Money Market Hedge Calculator
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.
Interest Rate Swap Valuation DV01 Calculator
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.
Multi Tranche Loan Amortization Covenant Calculator
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.
Option Pricing Binomial Black Scholes Greeks Calculator
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.
Yield Curve Bootstrap Forward Rate Calculator
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.