Analytics API

Analytics API and Channels

Access comprehensive analytics models and functionality. Generate precise analytics with API Channels where needed.

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The Analytics API will allow clients to access the full range of LSEG’s Analytics models and functionality while Analytics API Channels will allow clients to generate analytics where they need them.

Factsheet: Yield Book REST API

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Multi-asset Analytics

Analytics API allows access to all LSEG Analytics models, providing wide ranging coverage for fixed income securities, equity, commodities, and rates and surfaces.

Integrate into Existing Applications

Analytics API Channels allow users to easily integrate analytics into existing applications and workflows.

Asset Performance

Use our sophisticated models for trade and portfolio applications. Term structure, mortgage and asset-backed prepayment, and default and loss severity models analyze option-adjusted spread, effective duration, convexity, and other value and risk measures. Models are calibrated across various security types.

Development and implementation of trading strategies

Combine analytics outputs with historical analytics to back test and implement trading strategies.

Analytics API
Analytics API VSCode Extension
Analytics API Copilot

The Analytics API handles multi-asset class analysis, enabling efficient processes for risk and trading desks. It offers pricing and risk analytics powered by Adfin, Price-It and Yield Book.

Specifications

Cloud-hosted RESTful API
Improved session management for efficient data retrieval
Supports synchronous and asynchronous calls
Multi-asset focus

Addressable Challenges

Modelling and calculating VaR for securitized products, incl. prepayment model specifications, model transparency, Price/Yield analytics.
Managing analytics for multiple asset classes with a single API
Integration of vendor applications via APIs
24/7 connectivity to analytics applications
Efficient technological processes to manage risk.
Real-time access to analytics via cloud technology.

The LSEG Analytics API extension for Visual Studio Code (VSC) provides code assistance features tailored specifically for developers working with the Analytics API Python SDK.

Description & Specifications

Dynamic Intelligent Code Completion: Intelligent code completion supporting FX Forward analytics generation. Providing real-time parameter suggestions based on the resources the authenticated user has access to.
Snippets: A library of code templates for key analytics functionality relating to FX Forward Workflows and Date & Calendars functions.
Commands: User shortcuts to perform actions relating to Analytics API and extension features.
Seamless Authentication: Log in functionality using an Analytics API username and password to access the features of the extension are seamlessly integrated with VSCode, allowing the user to access LSEG analytics from the environment.
Analytics API Python SDK: The extension interoperates with LSEG’s Financial Analytics SDK for Python, which provides developer-friendly Python wrappers to the Analytics API and other services, which in turn supports script hinting via intellisense.

Addressable Challenges

Reduced time spent on content retrieval eliminates the need for uses to check the correct format and values of content from multiple sources.
Accessible to new users: users can become proficient more quickly.
Faster coding: less time spent looking through documentation.
Elimination of errors: less time spent verifying values.

Inadequate pre-trade due diligence, mismatched hedging and inaccurate analytics can result in unanticipated risk and inferior performance. Yield Book is a one-stop solution for cash flow engine, term structure models and prepayment/default models that enable accurate pre-trade and post-trade analysis.

Description & Specifications

Script generation: Generate scripts from comments containing a free-text form description of the analytics problem that the developer needs to solve.
Market notation interpretation: The Copilot can interpret text containing financial market notations and conventions (e.g., 2y/2y swap) when generating code snippets.
Complex calculation support: Users will find this feature especially useful when designing complex calculation requests for the Analytics API.

Addressable Challenges

Time efficiency: Reduces development time by automating repetitive coding tasks and offering code snippets.
Learning curve: Assists developers unfamiliar with the LSEG Analytics API by providing real-time suggestions and examples.
Error reduction: Minimizes coding errors by using appropriate Analytics API methods to solve for outlined tasks.
Integration with financial context: The Copilot can interpret specific financial markets notations and naming conventions and accurately construct the syntax of the API call.

First name

Last name

Email address

Phone number

(numerals only; no dashes)

Country/territory

City (optional)

Company

Job title

Area of interest: Help us connect you to the right expert(optional)

Get help through Yield Book Support

Sales
Telephone: +1 646 989 2200
Email: sales@yieldbook.com

Support
Telephone: +1 888 333 5618
Email: support@yieldbook.com

Help desk
Telephone: +1 888 333 5617
Email: howto@yieldbook.com

Analytics API and Channels

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LSEG Financial Analytics API & Channels

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What you get with Analytics API and Channels

Multi-asset Analytics

Integrate into Existing Applications

Asset Performance

Development and implementation of trading strategies