Support bond swap analysis, web portals, internal platforms and more with on-demand, interactive access to ICE Data Services fixed income analytics.

Integrated analytical models and reference data

Derives various risk measures by employing analytical models, such as interest rate risk, prepayment, credit spreads, and optionality models.

US Structured finance deal library

Utilizes our proprietary structured deal library to generate cash flows and risk analytics. Modeling is available on more than 98% of all public deals.

Broad coverage

Delivers analytic measures such as yields, spreads and durations (including key rates) for a wide range of fixed income asset classes with over 2.8 million securities available.

Simple API

Analytics calculated on-demand via the fixed income analytics engine based on a user-provided price or yield.

Key measures from Analytics API

Durations & Convexity

Spreads

Yields & More