TMS Excel Toolbar

Data-Bond TMS Excel Toolbar is a powerful and user-friendly tool designed to assist financial professionals in analyzing fixed income securities and interest rate derivatives within Microsoft Excel. With its customizable functions, seamless integration with Excel, and a range of analytical tools, it is an invaluable resource for those looking to perform complex financial analysis efficiently and effectively.

Solution is designed to help treasury management professionals automate tasks, access market data, and perform advanced financial calculations and analysis within Microsoft Excel.

Our mission is to provide reliable and accurate financial data and analysis tools to help clients make informed decisions and manage financial risk effectively.

€ster/Sonia/Sofr Compound Interest

The use of SOFR (Secured Overnight Financing Rate) is becoming increasingly common in financial markets as a replacement for LIBOR (London Interbank Offered Rate), which is being phased out. As such, having a SOFR compound interest calculator within TMS Excel Toolbar can be valuable for treasury management teams who need to stay up-to-date with changes in financial markets and interest rate benchmarks.

Incorporating floor, margin, and lag parameters into the calculator can also help to provide a more accurate and comprehensive view of interest rate calculations, which can be important for financial analysis and decision-making.

By providing a detailed breakdown of the calculations used in the SOFR compound interest calculator (and other functions within the product), users can better understand the inputs and assumptions that went into the calculation, as well as the methodology and formulas used to generate the results. This can help to build trust in the accuracy and reliability of the tool, and provide a useful reference for future calculations. 

Zero Coupon Calculator

Zero Coupon Calculator in the Data-Bond TMS Excel Toolbar offers a comprehensive set of capabilities for analyzing zero-coupon bonds. With a high degree of customization and flexibility, this function enables users to perform in-depth market value analyses.

Valuation Date Flexibility: The function allows users to define the valuation date for bond calculations, providing the ability to perform analyses for various time periods.

Multiple Day Count Basis Options: Users can choose from multiple day count basis options (30/360, act/360, and act/365), allowing for more accurate calculations based on the specific bond.

Flexible Bootstrapping Period: The calculator provides multiple options for the bootstrapping period (ON, 1M, 3M, 6M, and 1Y), which lets users control the calculation steps and adapt the process to their needs.

Curve Compound Rule Adjustment: Users have the ability to modify the curve compound rule, providing more control over the zero-coupon curve calculations.

Customizable Calendar Settings: Users can define the holiday calendar(s) for bond calculations, ensuring accurate calculations that take into account regional market holidays.

OIS Curve Bootstrap Algorithm: The function utilizes a dual curve bootstrap algorithm for building the zero-coupon curve, providing more accurate and reliable results. The OIS Curve Bootstrap Algorithm is a widely-used method for constructing a zero-coupon OIS curve from market-observable data. This curve is essential for pricing and risk management of interest rate derivatives and fixed income securities, as it reflects the market's expectations of future short-term interest rates. By employing dual-curve bootstrapping and interpolation methods, the algorithm can provide accurate and reliable results for various financial analyses and applications. 

Interpolation Method Options: Users can choose between linear (0) and cubic spline (1) interpolation methods for the zero-coupon curve calculations, allowing them to select the method that best suits their analytical needs.