Key Bond Applications

Key Bond Applications

Document History

Version

Date

1.

15 July 2016

Authors

Chua Rui Ting Vincent Chia

Changes First Issue for Eikon version 4.x

Contents

Key Bond Applications .................................................................................................... 1 Document History....................................................................................................... 2 1. Bond Calculator ........................................................................................... 5 2. CreditViews .............................................................................................. 6 3. Fixed Income New Issue Monitor ....................................................................... 7 4. Rates Views .................................................................................................... 8 5. Bond Monitor .............................................................................................. 9 6. Government and Corporate Bond Search ...................................................... 10 7. Bond View .......................................................................................................... 11 7. Money Market and Bond Yield Polls .................................................................. 12 8. International Financing Review ................................................................................. 13 9. Zero Curve Builder ...................................................................................... 15 10. Fixed Income Portfolio Analytics ..................................................................... 16 11. Curve Chart ............................................................................................. 18 12. Interest Rate Spread Chart ............................................................................ 19 13. Yield Map ............................................................................................... 20

? Copyright Thomson Reuters 2016 Except as permitted by law, no part of this document may be reproduced or transmitted by any process or means without the prior consent of Thomson Reuters.

Thomson Reuters, by publishing this document, does not guarantee that any information contained herein is and will remain accurate or that use of the information

will ensure correct and faultless operation of the relevant service or equipment.

Thomson Reuters, its agents and employees shall not be held liable to or through any user for any loss or damage whatsoever resulting from reliance on the information contained herein.

Page 2 of 22

Bonds

Page 3 of 22

Bonds

Page 4 of 22

Bonds

BNDC: Bond Calculator

1. Bond Calculator

On Eikon, users can calculate the bond price, as well as the different types of yields, the clean and dirt price as well as the accrued interest for the next coupon.

As there are different ways to calculate the yield to maturity, depending on the days required (360, 365 or actual) as well as different market conventions, one can make use of the Bond Calculator application in order to find the different yields to maturity. 1. In the Eikon Toolbar, search for 2. In the In-app search bar, search for the bond needed through the ticker coupon maturity convention

or the ISIN Code of the bond 3. In the Yield tab, you could search for the different yield types. The native option would display the

most common convention for the specific bond 4. The Cashflow tab would display the cashflow payments for the entire life of the bond.

Page 5 of 22

 ................
................

In order to avoid copyright disputes, this page is only a partial summary.

Google Online Preview   Download