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Building on an already extensive modeling process, with over 40 sensitivities included to calculate key analytics such as Option Adjusted Duration, Yield and Convexity, a new econometric sub-prime mortgage model has been added to further quantify risk.
The new features complement those of the existing daily service that provides a range of data such as option-adjusted spread, yield to maturity, option adjusted duration and convexity for FT Interactive Data's bond evaluations.
Mellon Trust, in collaboration with Capital Management Sciences, will provide clients with Yield-to-Option, Option Adjusted Duration, Option Adjusted Convexity and Option Adjusted Spread calculations.