Historical Analytics

LSEG Historical Fixed Income Analytics

Advanced analytics tools for your historical data needs.

Analytics you can count on

With over 30 years of fixed income expertise, LSEG is a trusted and authoritative source for single security fixed income analytics. By leveraging Yield Book’s inherently open architecture, clients can create a ‘golden source’ of accurate, consistent and bespoke historical analytics.

Flexible pricing framework

LSEG Historical Fixed Income Analytics allows customers to select between precalculated historical analytics utilising levels from LSEG’s Pricing Services or to provide their own levels to leverage Yield Book models for custom-made analytics.

Delivery via Snowflake

LSEG Historical Fixed Income Analytics is available via Snowflake Data Sharing, allowing for delivery and analysis in a market-leading data solution with pre-configured dashboards tailored to LSEG content.

  • 3.1+ million
    unique bonds globally
  • 20+ years
    of historical daily data
  • Coverage
    across corporates, governments and municipal bonds

Features and Benefits

Flexibility of analytics, universe and pricing source

Custom Prices: Clients can use LSEG pricing or supply their own pricing source. Bespoke Analytics: Pricing parameters including curve and partial duration tenors can be set by users

History

Clients can purchase up to 22 years of history to meet their specific requirements

Filtering

Users can filter by the bond terms and conditions in order to size the universe to their needs. Choose just the required analytics or size the universe based on analytic measures

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Help & Support

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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