Dorchester’s first white paper explains our approach to creating a real-time index with fixed income securities. Come back here in the future for additional white papers providing technical explanations of the methodology and benefits of the Dorchester’s innovative technology, extensive database of capital market’s securities, and revolutionary family of Capital Markets Indexes.

When designing its family of capital market indexes, Dorchester decided that it would perform real-time valuations for not only the stock market, but also for the investment grade bond markets and the under-one-year liquidity markets. In developing a real-time fixed income pricing technology, Dorchester’s key challenge was to most closely model the actual workings of the markets in order to provide real-time tools. The result is a readily defensible real-time valuations for every fixed income security in the Capital Markets Bond and Liquidity Indexes (CPMKTB and CPMKTL).

Download the Real-Time Fixed Income Pricing White Paper here.