總覽 / Overview
特點 / Features
SuperCurve®的使用者，如經紀商，做市商，交易員，資產管理經理，風險管理經理等，將從以下方面受益：
Users of SuperCurve® – brokers, market makers, traders, asset managers, risk managers – benefit from:
• 持續更新所有固定收益資產的準確價格和收益率。
Permanently updated accurate prices and yields of all commonly traded fixed income securities.
• 提供所有無報價資產的無偏價格、收益率，及買入和賣出報價建議。
Unbiased price and yield suggestions, bid and offer, for all securities that haven’t received a quote otherwise.
• 提供日間和日內的報價成交時間序列，以及估值收益率與市場實際報價或交易數據的歷史對比。
Historical series (daily and intraday) of quotes and transactions, a historical comparison of model yields with quoted or transacted yields.
• 檢測市場異常并以此提供交易信號。
Detects market anomalies and provides trading signals to take advantage of them.
• 給予交易建議，包括：國債vs.國開債或其他類型債券、新券vs.老券、期限利差和蝶式利差。
Suggestions of trades: TB vs. CDB and other types of bonds, on-the-run vs. off-the-run bonds, bond vs. IRS, inter-maturity spreads
and butterflies.
曲線簇 / CURVES
當前的系統可以處理以下固定收益資產品種：
The following securities are (currently) handled in the system:
• 國債（TB）
Treasury Bonds (TB)
• 中國進出口銀行和中國農業發展銀行債券（EIBC & ADBC）
Export-Import Bank of China and Agricultural Development Bank of China Bonds (EIBC & ADBC)
• 國家開發銀行債券（CDB）
China Development Bank Bonds (CDB)
• SHIBOR3M利率互換（SHI3M-IRS）
SHIBOR3M Swaps (SHI3M-IRS)
• FR007利率互換（FR007-IRS）
FR007 Swaps (FR007-IRS)
工具套件 / SuperCurve® Tool Kit
Python/ Excel API：
應用程序接口：Python & Excel
Bond Calculator：
在選定債券和交易日期的情況下，系統根據最新央行債券計算規則以及客戶任一輸入的凈價、全價或者收益率準
確計算其他兩值。
When the bond and trading date are selected, the system accurately calculates the other two values once any one of the clean prices,
dirty prices or yields is entered by users according to the latest central bank bond calculation rules.
Trail Calculation：
客戶指定匹配方式，例如凈現金流匹配，久期匹配，以及蝶式匹配，進行所選債券交易量推薦。
The user can choose matching methods, such as net cash flow matching, duration matching and butterfly matching, to recommend
the selected bond trading volume.
