Our flagship product, RIO, includes models for estimating zero coupon yield curves, pricing of mortgage backed bonds, scenario analysis of bond portfolios and risk measurement. Most international bond market conventions are covered. The analysis takes place in an easy to use framework which provides extensive grouping, sorting and charting capabilities, flexible export- and import facilities, database queries, web queries. The RIO system can be fully controlled from popular programming platforms like Visual Studio, C++, Delphi and VBA