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.