Dear Fixed Income Professional:
We invite you to register for access to the replay of our recently recorded webcast: Introducing the BondEdge Multi-Factor Term Structure Model
During this webcast, the BondEdge research team presented the fundamentals of the Multi-Factor Term Structure Model being used within BondEdge starting in early 2010. In addition, they discussed the motivation for choosing the G2++ model and the impact on modeling swaption volatility surfaces was provided. Finally, there was a review of model results for the securities affected in the initial release of the new model, namely, fixed and adjustable mortgage pools, CMO tranches and floating rate notes. Particular emphasis was placed on interest rate path generation, Monte Carlo simulation and expected improvements in projected risk measurements.
Register yourself and/or the appropriate colleague today!
Vice President, Director of Analytic Solutions
Interactive Data Fixed Income Analytics
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