PRICING / SENSITIVITY / CASH FLOWSREFERENCE EDITION / 16 OCTOBER 2026
Fixed Income
Models

Cash flows first.
Conventions alongside every result.

Fixed-Income Reference

Primary-source library

Source links accompany the relevant explanations. Listing a source does not imply its endorsement of this publication.

  1. FINRA: Accrued Interest Calculator
  2. ECB Data Portal: Yield Curves Methodology
  3. Financial library: net present value convention
  4. FinancialJS: pv Function Documentation
  5. U.S. Treasury: Treasury Yield Curve Methodology
  6. CFA Institute: A Bond Convexity Primer
  7. FINRA: Duration and Interest Rate Risk
  8. Separate Trading World Champion organization
  9. Vector Ridge official research platform
  10. Basel Committee: Interest Rate Risk in the Banking Book, archived 2019 framework
  11. BIS: March 2015 Quarterly Review, A Wave of Further Easing
  12. BIS: Interpreting Sovereign Spreads
  13. BIS: Compressed Credit Spreads and the Quest for a Risk-Free Rate
  14. CFA Institute: Curve-Based and Empirical Fixed-Income Risk Measures
  15. CFA Institute: Fixed-Income Active Management, Credit Strategies
  16. CFA Institute: Fixed-Income Bond Valuation: Prices and Yields
  17. CFA Institute: Interest Rate Risk and Return
  18. CFA Institute: Liability-Driven and Index-Based Strategies
  19. CFA Institute: Overview of Fixed-Income Portfolio Management
  20. CFA Institute: Valuation and Analysis of Bonds with Embedded Options
  21. CFA Institute: Yield and Yield Spread Measures for Fixed-Rate Bonds
  22. CFA Institute: Yield-Based Bond Convexity and Portfolio Properties
  23. CFA Institute: Yield-Based Bond Duration Measures and Properties
  24. CFA Institute: Yield Curve Strategies
  25. ECB: The ECB's Negative Interest Rate, historical explainer
  26. ECB Statistics Paper 27: Yield Curve Modelling and a Conceptual Framework for Estimating Yield Curves
  27. ECB: Euro Area Yield Curves
  28. Federal Reserve: TIPS Yield Curve and Inflation Compensation
  29. Federal Reserve: nominal yield-curve conventions
  30. Federal Reserve: Supervisory Guidance on Model Risk Management
  31. FINRA: Understanding Bond Yield and Return
  32. FINRA: Bonds, interest-rate changes and duration
  33. FINRA: Bond structure, pricing and risks
  34. FINRA Office of the Chief Economist: Analysis of Corporate Bond Liquidity
  35. SEC Investor.gov: Callable or Redeemable Bonds
  36. Investor.gov: Zero Coupon Bond
  37. Investor.gov: Corporate Bonds
  38. SEC Investor.gov: Bonds FAQs and Liquidity Risk
  39. TreasuryDirect: STRIPS
  40. TreasuryDirect: Treasury Inflation-Protected Securities
  41. TreasuryDirect: Treasury Bonds
  42. TreasuryDirect: Treasury notes
  43. WCTC historical standings

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