ICE

Analytics Tools

BondEdge®

BondEdge provides investment professionals with the tools to manage risk and returns for multi-asset portfolios relative to an array of leading indices and liability benchmarks. The tool is backed by a set of best-of-breed security, portfolio and cash flow analytics, which are supported by more than 40 years of expertise and research.

Analytics API

Support bond swap analysis, web portals, and internal platforms

BondEdge provides robust report generation capabilities across a range of asset classes to help you analyze holdings, distributions, and performance of both fixed income and multi-asset class portfolios. BondEdge features a rich collection of content, models and engine, which include a robust structured finance deal library, term structure and prepayment models, as well as an industry-leading cash flow engine.

Product offerings

  • Comprehensive security coverage for more than ~3 million domestic and international fixed income and equity securities such as structured, taxable and municipal securities and a broad range of derivatives
  • Access to benchmarks from leading fixed income and equity index providers
  • Analytic risk measures including option adjusted duration, convexity, option adjusted spread (OAS), and key rate durations
  • Extensive, customizable reports that can help identify current risk characteristics of portfolios
  • Projected total returns and risk characteristics via stress testing and "what-if" reporting tools
  • Multi-asset performance attribution analysis
  • Dynamic asset cash flow projections for asset liability management and regulatory and rating agency reporting
  • Liability-driven investing tools for matching duration, cash flow and horizon, reporting on flexible surplus and risk measures, portfolio rebalancing and measuring spread to benchmark
  • Advanced calculation engine that provides a feed of indicative data and analytics measures
  • Analytic API (application programming interface), including an add-in program and sample templates for use from within Microsoft® Excel®

Interested in our
Data Solutions