Welcome to the Fixed Income Analysis repository! This collection of tools and scripts is designed to assist financial analysts, researchers, and enthusiasts in working with fixed income securities. Whether you are calculating bond prices, analysing yield curves or exploring interest rate scenarios, this toolkit provides a range of functionalities to streamline your fixed income analysis.
Utilise R scripts to calculate the price of fixed-rate bonds based on face value, coupon rate, yield to maturity, and compounding frequency:
https://github.com/vladislavpyatnitskiy/Fixed-Income-Analysis/tree/main/Bond%20Calculators
Visualise and analyse yield curves to gain insights into interest rate movements and their impact on fixed income portfolios.
Compute and understand the duration and convexity of bonds, crucial metrics for assessing interest rate risk.
More detailed info in wiki: https://github.com/vladislavpyatnitskiy/Fixed-Income-Analysis/wiki