Reduced-Form Bond Pricer
Hazard-Rate Valuation & Credit Risk Analytics
Value risky fixed-income instruments using a reduced-form credit framework based on hazard rates and survival probabilities. Analyse bond prices, expected losses, default probabilities, PIK accruals, recovery assumptions and discounted cash flows through a transparent, institutional-grade valuation engine designed for credit investing, leveraged finance and structured credit.
Bond Valuation
Price risky bonds using discounted expected cash flows, coupon schedules, PIK interest and recovery assumptions.
Credit Metrics
Estimate hazard rates, survival probabilities, expected loss, default intensity and marginal default statistics.
Stress Testing
Evaluate the impact of changing spreads, recovery rates and default assumptions on individual bonds and credit portfolios.