Sustainability-Linked Bond Pricer
Quantify the present value impact of coupon changes in SLBs.
See how different structures affect price and spread under varying KPI outcomes and probabilities.
Price the financial impact of SLB triggers
Developed from AFII’s research base of SLB analysis, the pricer helps investors focus on what embedded bond features are worth today.
- Calculate the present value of coupon adjustments and see how different structures may affect price and spread under a range of assumptions.
- Enter the bond terms, add potential step-up or step-down scenarios, and test how those changes influence valuation.
- The Pricer does not assess whether a KPI will be achieved; it isolates the financial value of the bond’s structural features and lets you assign probabilities to different outcomes.
Ground-breaking SLB research
This tool sits within a wider research platform built by AFII to analyse how SLB structures price, perform and influence cost of capital.
SLB Handbook
A practitioner guide to structuring and pricing ambitious SLBs.
Option pricing methodology
AFII’s approach to objectively measuring the fair value of coupon step-ups.
SLB analysis
AFII’s ongoing market analysis and case study research programme.
