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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
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Geographical coverageGlobal
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HistoryFrom 2022
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Data formatCSVJSONPDFTextXML
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Delivery mechanismAPIExcelFTPWebsite
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Data frequencyContinuous
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 Refintiv’s 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
This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.
Yield Book Classic
- Data Formats:
- CSV
- Text
- Delivery Mechanisms:
- Website
- Service Frequencies:
- On-demand
Yield Book Add-In
- Data Formats:
- CSV
- Delivery Mechanisms:
- Excel
- Service Frequencies:
- On-Demand
Yield Book API
- Data Formats:
- XML
- JSON
- Delivery Mechanisms:
- API
- Service Frequencies:
- On-Demand
Refinitiv DataScope Select
- Data Formats:
- CSV
- XML
- Delivery Mechanisms:
- FTP
- Website
- Service Frequencies:
- Continuous
Yield Book Calculator
- Data Formats:
- CSV
- Delivery Mechanisms:
- Website
- Service Frequencies:
- On-Demand
Request Details
Call your local sales team
Americas
All countries (toll free): +1 800 427 7570
Brazil: +55 11 47009629
Argentina: +54 11 53546700
Chile: +56 2 24838932
Mexico: +52 55 80005740
Colombia: +57 1 4419404
Europe, Middle East, Africa
Europe: +442045302020
Africa: +27 11 775 3188
Middle East & North Africa: 800035704182
Asia Pacific (Sub-Regional)
Australia & Pacific Islands:
+612 8066 2494
China mainland: +86 10 6627 1095
Hong Kong & Macau: +852 3077 5499
India, Bangladesh, Nepal, Maldives & Sri Lanka:
+91 22 6180 7525
Indonesia: +622150960350
Japan: +813 6743 6515
Korea: +822 3478 4303
Malaysia & Brunei: +603 7 724 0502
New Zealand: +64 9913 6203
Philippines: 180 089 094 050 (Globe) or
180 014 410 639 (PLDT)
Singapore and all non-listed ASEAN Countries:
+65 6415 5484
Taiwan: +886 2 7734 4677
Thailand & Laos: +662 844 9576
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