Gain more insight into financial markets with our comprehensive curve offerings for application across investment management, risk, market trend analysis and relative value research.


Derived from market-leading pricing

Utilizes the content & technology of our evaluated bond pricing service:

  • High quality bond evaluations used as curve inputs
  • Leverages established curve creation infrastructure used for evaluations
Deep history

End of day curves with 15 years of history

  • Applies historical bond evaluations data sets
  • Consistent time series data for quantitative and risk modeling
  • Bond constituents available for each curve
  • Details on techniques used to construct each curve available
Flexible curve delivery
  • End of day snaps at regional market closes
  • Data available via multiple delivery platforms

Broad Coverage

Sovereign Curves

Global coverage of sovereign curves

Corporate Curves

Corporate issuer curves based on characteristics of issuer, tier and currency

Model-Based Curves

Sector curves based on region/country, industry sector, tier, rating and currency

U.S. Municipal Yield Curves

US Municipal AAA Curve with rules-based model for selection of input bonds


Daily and intraday curves available
Extensive history available
Multiple curve types
  • Par yield
  • Zero
  • Z-spread
  • Forward rate
  • Discount factor
Flexible delivery
  • PAPI
  • Files