Fixed Income Technology for the Demanding Professional

MuniOAS™ Gets Interest Rate Sensitivity Right (Patent Pending)

Product Focus

MuniOAS™ Gets Interest Rate Sensitivity Right (Patent Pending)

Kalotay and Investortools Partner to Deliver After-Tax Muni Bond Analytics

Latest News

Kalotay and Investortools Partner to Deliver After-Tax Muni Bond Analytics

“Incorporating the complex tax treatment of munis in our model allows investors to get a realistic picture of what will happen to their portfolios when interest rates change. We’re excited to partner with Investortools to bring this innovation to the market,” said Andy Porter, Managing Director of Business Development, Kalotay Analytics. See Bond Buyer article.

Fixed Income Technology for the Demanding Professional

Company Overview

Fixed Income Technology for the Demanding Professional

Kalotay Analytics provides high-speed, high-precision software to some of the most sophisticated fixed income market participants. From real-time pricing of bond ETF’s to instantaneous MBS portfolio analysis for risk managers, our patented technology performs computationally intensive calculations in nanoseconds. See how our software is typically used.

Tell us about your analytical needs or talk to an expert about which of our products best meet your fixed income technolgy needs.

For Investors, Stress-Testing Munis is Easier Said Than Done

In the news

For Investors, Stress-Testing Munis is Easier Said Than Done

Professional investors who mark to market need to know how their portfolios would perform under various interest-rate scenarios. Such "stress testing" is available in standard analytics systems, but when it comes to munis, the results could be seriously misleading.

Suppose that you just purchased at par a 3% 10-year muni. What happens to the price if rates suddenly decline or rise by 100 basis points? Published March 15th, 2013 in the Bond Buyer

Refunding+™ for Excel

Product Focus

Refunding+™ for Excel

Calculates refunding efficiency by comparing savings to net loss of option value. The latter includes both the value of the conventional call option and of the advance refunding option being given up.

Click here for a complete description.