Fixed Rate Bullet

Fixed rate bullet bonds refer to bonds that do not have any embedded options.

To price fixed rate bullet bonds, users need to specify valuation date, coupon (%) of the bond, remaining maturity (measured in years), and interval (measured in years) between coupon payments. The cash price is computed.

The default yield curve used in the calculation is LEDS curve. Users can specify their own yield curves by providing rate inputs.

In addition to a standard set of risk analytics produced, users may request other risk analytics. Please contact us for more information.