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Go talk to Fincad. Here is their page on integrating with scripting languages: http://www.fincad.com/news-events/assets/pdfs/mar07/using-fincad-developer-scripting-languages.pdf Their analytics libraries include bond analytics, and they have a spreadsheet product so you can test methods and results before implementing them. Disclaimer: I work for a ...


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You have already said that the negative KRD is not unusual, given that your are looking at an MBS, I recall a very lengthy discussion on a related matter elsewhere which I assume does not need to be repeated here. I know very little about MBS in general and cannot look at details on the particular issue. However, given that you are looking at KRD you are ...



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