Analytics
AKA offers high speed, high precision option-adjusted spread (OAS) based analytics for valuing fixed income securities, fixed dividend preferred stocks, interest rate derivatives, and mortgage-backed securities. Clients include investment banks, financial software companies, risk management vendors, data service providers, rating agencies, corporate and municipal borrowers, asset management firms, and fixed income exchange traded fund (ETF) sponsors.
Software Libraries
- BondOAS™ Fixed Income Valuation – All fixed coupon bonds and fixed dividend preferred stocks
- CLEAN™ MBS Prepayment and Valuation Model (Patented) – Pass-through securities, whole loans, IOs, POs, and MSRs
- SwapVal™ – Interest rate derivatives
- FloatVal™ – Floaters and structured notes
- TIPSVal™ – Inflation-indexed bonds
- CurvePlus™ – Yield curve analytics
Desktop Applications
- DebtPays™ – Comprehensive application for corporate and municipal debt management
- Call Efficiency Calculator™ – High-precision tool to determine when to call bonds
- Survivor's Option Analyzer™ – Analysis of retail bonds with survivor's option
- CLEAN-MBS Calculator™ (Patented) – Excel-based calculator for MBS
- SwapSpread™ – Excel-based calculator for structured notes
- iteRate™ – Extracts optionless curve from callable curves such as MMD and MMA


