Gain more insight into financial markets with our comprehensive curve offerings for application across investment management, risk, market trend analysis and relative value research.
Benefits
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
Transparent
- 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
Features
Daily and intraday curves available
Extensive history available
Multiple curve types
- Par yield
- Zero
- Z-spread
- Forward rate
- Discount factor
Flexible delivery
- PAPI
- Files
