Fixed Income

The Fixed Income asset class represents a variety of bond types and cash flow behaviors, everything from plain vanilla Corporate Bonds to complex Collateralized Debt Obligation tranches. To manage this potential variety properly, investment managers need a system that is flexible and can adeptly handle the complexity common within these assets.

Featured Functionality for Fixed Income

  • Ability to project cash flows under various prepayment, default, and yield curve scenarios.
  • Robust asset settings to model complex cash flow behaviors including tracking shortfalls, interest due on shortfalls, reimbursements, various day count conventions, spread behavior and more.
  • Create unlimited time-series, user-defined fields and quickly report and test on these values (including trade eligibility tests, fund compliance, and covenant tracking).
  • Cover all aspects of the asset life cycle from trade capture to investor reporting.
  • Automatic posting of corporate actions, cash flows, repayments, and interest.

Some of the fixed income related products covered

  • Corporate Bonds
  • Government Bond
  • High Yield
  • Treasury Inflation Protected Securities (TIPS)
  • Asset Backed Securities (ABS)
  • Mortgage Backed Securities
  • Structured Credit
  • Trust Preferred
  • Residential Mortgages
  • Commercial Mortgages
  • Callable Bonds
  • Bond Futures
  • Convertible Bonds
  • Reverse Convertible Bonds
  • Corporate CDS
  • PAUG CDS (ABS CDS)
  • Total Return Swaps
  • Commercial Paper
  • and more

Find out more

Contact us today to arrange a demo of our fixed income functionality and to see how we can improve your data access, streamline your operations, and provide a platform on which your business can grow.