ZERO+ is an estimation tool for zero-coupon yield curves of fixed income securities from different markets and risk classes.

The application is a response to the market needs for more accurate calculators of bond term structure as the bond market and fixed income funds have grown significantly.

The main outcome of the standard version is the zero-coupon yield curve, as well as the associating forward curve, implied spot curve and the actual yield curve. The possibility of obtaining multiple curves makes it easy for the user to do a complete comparative analysis. ZERO+ also provides the price and yield errors, thereby being a particularly useful tool for money market and fixed income trading. A convenient feature of the application is that input data is obtainable from the live links of market data providers (such as Reuters or Bloomberg) and the curves can be automatically recalculated at the desired frequency.

All functions and reports of ZERO+ are available and supported in the R/V Platform.

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