Fixed Income Assets

Fixed Income Assets#

Design and execute fixed income strategies on the SigTech platform:

  • Bonds: choose and query bond data.

  • Swaps: create and work with interest rate swaps.

  • Asset swaps: create and work with Matched Maturity Asset Swaps.

  • Rolling bond strategy building block: continually rolls on-the-run or off-the-run bonds for different tenors and issuers.

  • Rolling swap strategy: automatically roll IMM Interest Rate Swaps.

  • Tutorial: duration weighted strategy: step-by-step walkthrough for constructing a duration weighted spread between different tenors of government bonds by the same issue.