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
  • Established curve creation infrastructure used for evaluation
Deep history

End of day curves with 12 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


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

Muni Yield Curve

US High Grade Municipal 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