MuniOAS

Fixed coupon tax-exempt municipal bonds

  • OIDs
  • Callable
  • Sinking fund (term bonds)
  • After-tax OAS, given price
  • Price given after-tax OAS
  • After-tax duration and convexity
  • After-tax scenario analysis and stress testing
  • Risk management
  • Pre-trade (rich-cheap) analysis
  • After-tax scenario analysis and stress testing