| First, the Treasury Calculator
module lets users get data either directly from the web or from
Excel. It permits spot and forward rate curves to be computed
and analyzed. Advanced parts of the module provide powerful
analytics required for managing a fixed income position.
Second, the Yield Curve Behavior and
Interest Rate Risk module automatically retrieves and analyzes
historical data provided by the Federal Reserve Bank. Users can
track the dynamics of recent yield curve behavior, analyze
correlations and even perform a factor analysis to see how many
factors can explain the observed variability of the global yield curves
either directly from the web (for the US curve) or via Excel for
global curves.
Third, a powerful real world
interest rate derivative valuation module is provided. This is based upon
the Black Derman Toy model of interest rate derivatives which
permits any fixed income security to be valued relative to the current
yield curve and it's volatility structure. | 
