DST International (DSTi) has begun development of a fixed income attribution product as part of its HiInvest suite of portfolio management products.
The vendor says the new module will be available standalone and integrated with its HiPerformance and HiRisk solutions. It will support duration and revaluation based approaches, performing calculations both at portfolio and sector levels as well as in depth analysis down to security level.
A prototype is already complete and the full module will be released in February 2004, says the vendor.