Analytics

Bond Analytics

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  1. Overview
  2. Features & benefits
  3. How it works
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An overview of Bond Analytics

The Bond API of Instrument Pricing Analytics enables traders, portfolio managers and risk officers in the fixed income market to analyze government and corporate bonds, preferred shares, inflation-linked bonds and municipal bonds. It supports debt redemption profiles (including perpetual, bullet, sinking, calls) and coupon types (fixed, float, fixed to float) and generates on-demand analytics such as price-yield analysis cash flows, risk measures (e.g. modified duration, convexity), or spread analysis (e.g. Gov-Spread Z-Spread, asset swap spread) for a wide range of market conventions.

Key Facts 

  • Geographical coverage
    Global
  • History
  • Data format
    CSV
    JSON
    Python
    User Interface
    XML
  • Delivery mechanism
    API
    Desktop
    Excel
  • Data frequency
    Continuous
    Daily

Features & Benefits

What you get with Bond Analytics

  • Large sets of analytical output for your consumption.
  • Pricing models are pre-configured with our data.
  • Analytics generated for you on-demand.
  • In-cloud delivery.
  • Control calculations with flexible API.
  • Integrate easily into client internal workflows.

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.

DETAILED DATA SUPPORT

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