Overview
Universe snapshot, model fit, and the most mispriced bonds in scope.
Spread vs duration
Open full chart →Cheapest in view
0| Bond | R | +bp |
|---|
Richest in view
0| Bond | R | −bp |
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RVM grid
Model fair spread (bp) at each rating × duration cell as of —.
Model coefficients
fair = exp(intercept + ln_dur·ln(duration) + rating·rn)Live preview
0Spread vs duration
Actual OAS plotted against duration, coloured by cheapness. Reference curves are anchored to the average rating of the filtered set. Click a marker to drill in.
Opportunities
Full cheap and rich lists. Per-issuer cap stops a single ticker dominating. Click any header to sort, drag to reorder; click a row to drill in.
Cheapest
0Richest
0—
Review inputs
Model inputs & math
—Credit profile
Peers ±1 notch · ±2y
0| Bond | R | Dur | OAS | Fair | ±bp |
|---|
Caveats & data quality
0Discovery
Country averages: each dot is a country's equal-weighted average duration (x) and average expected return (y), sized by its average expected return. Click a country to see its bonds on the same two axes; switch to Browse issuers inside a country to pick an issuer instead. Averages use only bonds with an expected return — countries without any are named below the chart, never plotted at zero.
Country averages are equal-weighted per bond: each bond with an expected return counts once. Hover a dot for averages, average rating and the return range; click it (or a list entry) to see the country's bonds. Use Reset scope to return to the overview.