Analytics

Fixed Income Analytics (Yield Book)

An overview of Fixed Income Analytics (Yield Book)

Yield Book is a leading analytics platform with 30 years of experience providing risk analytics for fixed income. Starting its life on a trading floor in 1989 and redefined by industry experts, it is used today by industry leaders across buy- and sell-side institutions and is part of the Investment Solutions Division at the London Stock Exchange Group.

Capable of handling the most complex fixed income products, Yield Book is a trusted source for in-depth risk analytics, regulatory stress-testing, and complex portfolio analysis across global markets. Yield Book offers an expanded set of capabilities to institutional investors and market makers to comprehensively address their requirements.

Key Facts 

  • Geographical coverage
    Global
  • History
    From 2022
  • Data format
    CSV
    JSON
    PDF
    Text
    XML
  • Delivery mechanism
    API
    Excel
    FTP
    Website
  • Data frequency
    Continuous

Features & Benefits

What you get with Fixed Income Analytics (Yield Book)

  • One source for fixed income needs: clients can access a holistic, single-source solution across fixed income data, T&Cs, pricing, analytics and indexes, offering consistency across their fixed income holdings and investment universes.
  • Extensive historical data and security coverage: Yield Book’s global fixed income database covers 10+ million natively supported securities across global government and corporate bonds, US municipal bonds, complex mortgage and asset-back securities, CLOs, structured notes and a wide variety of derivatives. The client also has the capability to create user-defined securities for inclusion in their analyses.
  • Front to back analytical solutions: the extensive database coverage in conjunction with our pricing and Yield Book’s market-leading models underpin the fixed income analytical capabilities, including single security analytics, advanced mortgage capabilities, dynamic historical analytics and aggregated universe analysis and reporting.
  • Easy to integrate the fixed income analytics and data can be seamlessly integrated into existing data processes and enhanced workflows, requiring minimal work to feed into downstream functions.
  • Flexible to run assumptions: Yield Book offers both analytics out of the box, with market aligned standard assumptions as well as extensive capabilities of unrivaled flexibility in its analytics. Clients are enabled to refine their analytics sets and include custom data, curve assumptions and scenarios.

How it works

Accessing the dataset

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