Analytics Library

ANALYTICAL FOUNDATION

Spend less time rebuilding the math. More time using it.

Fixed-income teams depend on a common set of calculations—yield, spread, cash flow, duration, convexity, valuation, and relative-value measures—but firms often recreate, maintain, and reconcile those analytics across multiple systems and workflows.

FTLabs provides a reusable analytical foundation that can be applied consistently across trading, portfolio management, research, development, and automation.

CONSISTENT

Use common analytical methods across applications, workflows, and teams.

REUSABLE

Apply the same analytics across trading, portfolio, research, and development use cases.

EXTENSIBLE

Build proprietary models and workflows on top of an analytical foundation designed to evolve.

CORE CAPABILITIES

The analytical building blocks of fixed income.

Yield & Spread Analytics

Calculate yield, yield-to-worst, spread measures, and relative-value metrics across fixed-income securities.

Cash Flow Analytics

Model expected principal and interest cash flows to support valuation, scenario analysis, and security comparison.

Duration & Convexity

Measure interest-rate sensitivity using duration, modified duration, convexity, and related risk analytics.

Pricing & Valuation

Support security valuation using market, reference, pricing, and proprietary inputs.

Portfolio Analytics

Aggregate security-level analytics across portfolios to evaluate exposures, characteristics, relative value, and risk.

Developer Language Support

Use the Analytics Library in the development environments your teams already use, including Microsoft .NET languages (C#, F#, VB.NET), Python, Node.js / JavaScript, C++, Java, and SQL.

FROM ANALYTICS TO WORKFLOW

Put analytics where decisions happen.

Analytics become more valuable when they move beyond isolated calculations and into the workflows where securities, portfolios, and trading decisions are evaluated.

FTLabs connects market, reference, pricing, and proprietary data with a consistent analytical layer, making results available to the applications and workflows that need them.

Data
Analytics
Applications
Decisions

Use the Analytics Library independently or as part of the broader FTLabs Platform to support trading, portfolio management, research, automation, and proprietary applications.

DESIGNED TO INTEGRATE

Use analytics where your workflows already live.

FTLabs analytics can be incorporated into existing trading, portfolio, research, and development environments without requiring firms to replace the systems they already depend on.

The Analytics Library can work alongside Bloomberg, pricing and reference-data providers, internal risk systems, spreadsheets, proprietary applications, and other third-party infrastructure.

CONNECT

Bring analytics into existing applications and workflows.

EXTEND

Add proprietary models and business logic on top of the core library.

MODERNIZE INCREMENTALLY

Introduce new analytical capabilities without a rip-and-replace project.

WHO IT’S FOR

One analytical foundation. Multiple ways to use it.

Trading & Portfolio Teams

Bring consistent analytics directly into the workflows where securities and portfolios are evaluated.

Quantitative Teams

Start with established analytical building blocks and concentrate development resources on proprietary models and strategies.

Product & Development Teams

Embed fixed-income analytics into applications without recreating the analytical engine underneath them.

Technology Teams

Support multiple business applications from a manageable, extensible analytical foundation.

ONE CONNECTED PLATFORM

Analytics are one layer of what you can build.