MuniOASTM - Accuracy You Can Count On

Selected Bond     
BROKEN ARROW OKLA 2.45's due 11/01/2036
Issued 11/01/2017
Callable at 100.000 on 11/01/2027 (AMERICAN)		 Pmt Frequency
Semiannual		 Amt Outstanding
630,000
Benchmark Yield Curve & Interest Rate Volatility
5% Callable Scale
1-yr
0.230
3-yr
0.340
5-yr
0.560
7-yr
0.800
10-yr
1.140
20-yr
1.580
30-yr
1.690
Rates From:
Volatility %
Optionless Rates %
0.220
0.333
0.546
0.815
1.172
2.695
2.808
Price or OAS?
Price
 OAS
 Income Tax Rate
 S/T Gains Rate
 L/T Gains Rate
Do the Magic!
Results
Valuation
Price
        		 Accrued Int.
        		 Muni OAS (bps)
        		 Conventional OAS (bps)*
        
Effective Risk Measures Duration Convexity DV 01   Yields YTC YTM
MuniOASTM Approach                              After-Tax                  
Conventional*                              Pre-Tax                  
*Conventional measures fail to reflect the negative effect of taxes on the prices of discount munis.

Interested? Contact Us See Other Live Demos See MuniSignal™ Demo

v1.45  Copyright © 2019 Andrew Kalotay Associates, Inc.