Fixed Income Manager
Take advantage of accurate and reliable fixed income security analytics, portfolio reporting, and risk management.
With FactSet's Fixed Income Manager you control an arsenal of valuation and risk analytics. Fixed Income Manager's high-quality, market tested analytics are consistently applied across all asset sectors, letting you manage portfolios and value securities in a customizable platform.
Key Features:
Accurate analytics: Fixed Income Manager's accurate, rigorous, market-tested analytics are consistently applied to all security types.
- Industry-leading option pricing, prepayment, and credit default models
- Comprehensive calculations and option adjusted risk measures
- Total rate of return to any projected scenario including market and credit risks
- Performance attribution and historical returns
- Hedge equivalents from partial durations
- Monte Carlo VaR using total rate of return to any horizon
Complete data coverage: Fixed Income Manager gives you access to the most complete security coverage available, integrating data from the industry’s top providers, nearly eliminating your need for time-consuming custom modeling.
- Governments, Agencies, Corporates, Munis
- MBS, ARMS, Hybrids
- Structured Products including CMO, HEL, ABS, CMBS, and CDO
- Structured Notes including callable, puttable, Step-up, Amortizing, Index Amortizing, PSA-Linked, Inverse Floating, and more
- Interest Rate Derivatives including Swaps, Caps, Floors, Swaptions, Options, and Futures
- Credit Derivatives including CDS, CDX, CDS on ABS (PAUG), ABX
- Private Placements, Loans and other Liabilities, Tips, Preferred Stocks, and International Bonds
Fast, reliable technology: FactSet lets you perform superior, fast-paced fixed income analysis and offers fault-tolerant solutions for large jobs and multiple users. FactSet's technology is reliable, flexible, and fast.
- Jobs are automatically accepted and processed by backup servers
- Additional servers can be quickly added to accommodate your needs
- Derivative Solutions easily communicates to any system via XML/HTTP
- Portfolios of structured products that may take weeks to process on one computer can be calculated overnight
