Fixed income

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.

Tutorial: iron butterfly option strategy

Bonds

Last modified 6mo ago