Bond Lab® - R in Finance

Bond Lab® - R in Finance

1 Contact: [email protected] Bond Lab FIXED INCOME ANALYTICS AT SCALE 2 The R Package Bond Lab

Bond Lab is an R Package for the analysis of standard fixed-income (bonds) and Agency Mortgage Backed Securities (MBS) Bond Lab adds to the following to the R finance eco-system Mortgage prepayment and default models

Industry standard bond and MBS cash flow engines Interest rate simulation model (Hull White) Scale Implementation of the package Termstruc (Bond Lab OTR Par Curve)

Will Bond Lab be offered on CRAN?, Yes! (our goal, a package that connects to our AWS UST and Agency MBS security database) Contact: [email protected] 3 Bond Lab Technology Stack Bond Lab Servers Browser

Contact: [email protected] 4 Bond Lab Calculation API The API enables applications to integrate ondemand analytics from any web or mobile application. Contact: [email protected] 5

Bond Lab Data Package The Bond Lab data package allows for one liner access to the security and stored analytics data bases. Here the Bond Lab data package is used to recall the Bond Lab par bond curve. Contact: [email protected] 6

JSON Post to Bond Lab Libraries Contact: [email protected] 7 Bond Lab Website www.bondlab.io Contact: [email protected]

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