Yield, duration and accruals, at instrument level
Asora handles the analytics fixed income demands: coupon schedules, accruals, yield-to-maturity, duration and a clean view of your maturity ladder.
You should never be surprised by your own maturity schedule
Every bond, bill and note plotted by maturity year and currency, with coupons and calls in the same forecast. When something rolls off, the reinvestment decision is already on the table, not discovered a week later in a cash account earning nothing.
Maturing in 38 days: $1.5m of T-bills. Flagged to the treasurer with the forward cashflow already updated.
Maturity ladder, all currencies
- 2026$1.5mT-bills & short notes
- 2027$2.8mIG corporates
- 2028$3.4mIG corporates & munis
- 2029$1.1mStructured notes
- 2030$4.2mTreasuries
- 2031+$2.0mLong credit
Illustrative figures.
Sound familiar?
What’s broken today
- Your custodian's YTM is wrong, and you only notice when a bond pays less than the model said
- Structured notes get priced 'around par' because no off-the-shelf system can model them
- A bond matures and nobody flagged it, so the cash sits idle for a week earning nothing
And this is for you if…
- Family offices with material bond allocations
- Treasurers managing short-duration liquidity
- Investors holding structured notes and tailored credit
The analytics fixed income actually demands
Analytics
Instrument-level analytics
Yield-to-maturity, duration, accrued interest and effective yield, calculated and refreshed automatically.
- YTM, YTW and duration per instrument
- Daily accrued interest
- Coupon schedules and payment forecasts
Structured notes
Structured notes and tailored credit
Model coupons, barriers and call schedules for structured products that off-the-shelf systems can't handle.
- Custom coupon and payment logic
- Barrier and autocall tracking
- Issuer exposure across notes
Maturities
Maturity ladders and reinvestment
Always know what's maturing, when, and what it means for your liquidity plan.
- Maturity ladder by year and currency
- Forecast cashflows and reinvestment needs
- Issuer concentration alerts
What good looks like with Asora
True picture of yield and duration across the book
No surprises on maturities or coupon timing
Structured notes that actually mark correctly
“What used to take several hours or even days to prepare a consolidated view for a client now takes a matter of minutes. That time saving alone has been transformative.”
Donald Campbell
Capstone Family Office
Frequently asked
Do you handle structured notes?
Yes. We model custom coupons, autocalls and barriers, with daily valuation against external sources.
Where do you get bond pricing?
We aggregate prices from custodians and third-party data sources, with override capability for illiquid issues.
Where to go next
Related solutions
From the blog
- Alternative Investments Tracking for Family OfficesWhy fixed income and structured products need dedicated tracking.
- Accurate Reporting for Family OfficesEnsuring yield and accrual figures hold up to scrutiny.
- Capabilities of Consolidated Reporting PlatformsAccruals and performance mechanics a reporting platform must get right.
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