Corp Finance Tools - Markets

What problem does it solve?

Financial analysts and risk teams need consistent, auditable capital markets calculations that handle bonds, derivatives, volatility surfaces, mortgage pools, securitizations, CLOs and emerging markets with production-grade precision and structured outputs.

Core Features & Use Cases

• High-precision pricing & risk: bond pricing (clean/dirty), YTM, duration/convexity, DV01, and credit spread decomposition (Z-spread/OAS).
• Derivatives & volatility: option pricing (Black-Scholes, binomial), implied volatility, implied vol surface construction, SABR calibration, and multi-leg option strategy analysis.
• Curve fitting & rate models: bootstrap spot curves, Nelson-Siegel/Svensson fitting, short-rate models (Vasicek/CIR/Hull-White), and term-structure diagnostics.
• Structured product & financing analytics: MBS/ABS cashflow projection with prepayment models, CLO waterfalls, reinvestment tests, repo and collateral analytics, and FX/commodity forwards.
• Use Case: Bootstrapping a zero curve, fitting Nelson-Siegel, calibrating SABR, pricing an option and computing OAS for an MBS to produce an evidence-backed trade recommendation.

Quick Start

Use the Corp Finance Tools - Markets skill to bootstrap a spot curve from par instruments, fit a Nelson-Siegel curve, calibrate SABR to option quotes, and return structured JSON including methodology, assumptions, warnings and metadata.