Why Track Your Bonds?
If you hold more than a handful of bonds, you already know the problem. Your brokerage shows you a purchase price and maybe a current bid, but it tells you nothing about how your portfolio's duration has shifted, whether your credit spread has widened, or when your next three coupon payments land.
Most investors end up maintaining a spreadsheet. They manually look up yields, type in coupon dates, and try to calculate what their portfolio is actually worth after the latest rate decision. It works until it doesn't — one missed rate change, one transposed ISIN, and the whole sheet is wrong.
The Spreadsheet Problem
Bond math is not simple addition. Accrued interest, day-count conventions (30/360 vs ACT/ACT), and yield curve interpolation make manual tracking error-prone. A single wrong day-count convention can misstate your accrued interest by hundreds of dollars on a large position.
AllInvestView's bond tracker replaces the spreadsheet with a purpose-built tool. You enter your bonds once — by ISIN or CUSIP — and the system handles repricing, analytics, and cash flow projections from that point forward.
Key Features
Yield Curve Repricing
One-click repricing against live curves from the Bank of Canada, US Treasury, ECB, and Bank of England. No manual rate lookups.
CUSIP & ISIN Support
Enter bonds by CUSIP or ISIN. CUSIPs are auto-converted to ISINs for standardized tracking across international holdings.
Maturity Ladder
Visualize your maturity profile at a glance. See how your principal is distributed across time and identify concentration risk.
Coupon Calendar
See every upcoming coupon payment across your entire portfolio. Know exactly what cash flow to expect and when.
Implied Spread Analytics
Track each bond's spread over its benchmark curve. Monitor credit risk changes without needing a separate data terminal.
Multi-Currency
Track bonds in CAD, USD, EUR, and GBP natively. Portfolio totals automatically convert to your preferred base currency.
How It Works
Getting your bond portfolio into AllInvestView takes minutes, not hours. The system is designed around three steps.
Add Your Bonds
Enter each bond by ISIN or CUSIP, along with your purchase price, quantity, and settlement date. The system validates the identifier and pulls the bond's coupon rate, maturity date, and payment frequency automatically. You can also enter bonds manually if you hold private placements or less common issues.
Click Reprice
Hit the Reprice button and AllInvestView fetches the latest yield curve from the relevant central bank — Bank of Canada for CAD bonds, US Treasury for USD, ECB for EUR, Bank of England for GBP. Each bond is repriced using QuantLib's fixed-income engine with the correct day-count convention and compounding frequency.
View Your Analytics
See yield to maturity, modified duration, implied spread over benchmark, unrealized P&L, and accrued interest for every position. The maturity ladder and coupon calendar give you a forward-looking view of your cash flows. Export to CSV if you need the data in another tool.
CUSIP-to-ISIN Auto-Conversion
If your brokerage gives you CUSIPs (common with US and Canadian brokers), just enter the CUSIP directly. AllInvestView converts it to the corresponding ISIN behind the scenes, so your holdings are stored in a globally standardized format.
Who It's For
Individual Investors
Financial Advisors
Retirees
Whether you hold 5 government bonds in a retirement account or manage fixed-income allocations across dozens of client portfolios, the same repricing engine and analytics apply. The difference is scale — advisors can use combined portfolio views to see aggregate duration and maturity profiles across all their households.
Pricing Methodology
AllInvestView uses a benchmark curve plus implied spread approach to reprice bonds. This is the same methodology used by institutional fixed-income desks, simplified for a web interface.
How Repricing Works
Here's what happens when you click Reprice:
- Fetch the curve: The system downloads the latest par yield curve from the relevant central bank (e.g., Bank of Canada publishes daily at ~15:30 ET)
- Calculate implied spread: Using your bond's last known market price, the system back-solves for the spread over the benchmark curve that produces that price
- Reprice at current curve: With the implied spread held constant, the bond is repriced against today's yield curve. This isolates the impact of rate movements from credit changes
- Compute analytics: YTM, modified duration, convexity, accrued interest, and unrealized P&L are all derived from the repriced value
Why Implied Spread, Not Just YTM?
YTM tells you the total yield, but it mixes up interest rate risk and credit risk. By separating the benchmark rate from the spread, you can see exactly how much of your return comes from the risk-free rate and how much is compensation for credit risk. When spreads widen on one of your holdings, that's a signal worth investigating — even if the YTM hasn't changed much because rates fell.
Frequently Asked Questions
Start Tracking Your Bonds
Add your first bond in under a minute. Reprice your entire portfolio against live central bank yield curves.