Fixed Income Analytics at Scale

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Presentation transcript:

Fixed Income Analytics at Scale Bond Lab® Contact: glenn@bondlab.io Fixed Income Analytics at Scale

The R Package Bond Lab® Bond Lab® is an R Package for the analysis of standard fixed-income (bonds) and Agency Mortgage Backed Securities (MBS) Bond Lab adds to the following to the R finance eco-system Mortgage prepayment and default models Industry standard bond and MBS cash flow engines Interest rate simulation model (Hull White) Scale Implementation of the package Termstruc (Bond Lab OTR Par Curve) Will Bond Lab be offered on CRAN?, Yes! (our goal, a package that connects to our AWS UST and Agency MBS security database) Contact: glenn@bondlab.io

Bond Lab Technology Stack Bond Lab Servers Browser Contact: glenn@bondlab.io

Bond Lab Calculation API The API enables applications to integrate on-demand analytics from any web or mobile application. Contact: glenn@bondlab.io

Bond Lab Data Package The Bond Lab data package allows for ‘one liner’ access to the security and stored analytics data bases. Here the Bond Lab data package is used to recall the Bond Lab par bond curve. Contact: glenn@bondlab.io

JSON Post to Bond Lab Libraries Contact: glenn@bondlab.io

Bond Lab Website www.bondlab.io Contact: glenn@bondlab.io