Saturday, June 18, 2011

3 types of analytics in a muni trading system

3) credit analysis of an issuer, be it a corporation or a municipality. Muni issuers are important subjects of credit analysis.

Many recent muni bonds have embedded options, mostly callables.Therefore,

2) Option adjusted spread. Binomial tree in yield space...
1) Refinancing analysis. Investment bankers propose to issuer to recall and reissue at lower coupon.

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