Analytics

Fixed Income Analytics (Yield Book)

Name: Fixed Income Analytics (Yield Book)
Creator: LSEG
Published: 2024-11-25T13:07:51.537
License: https://www.lseg.com/en/policies/website-disclaimer

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Overview
Features & benefits
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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

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.

Products

Yield Book Classic

The Yield Book® Classic application has delivered the power of Yield Book fixed income analytics to global market participants for 30+ years. A critical application for many market participants, users can access historical data, calculate and analyze single securities and generate portfolio level analytics for various securities through an Internet gateway. Robust batch scripting and batch-on-demand production tools allow for automated large-scale calculations and enable integration of Yield Book analytics into other in-house applications. Users can speed up calculations by leveraging boost licenses to ensure business-critical deadlines are met.

Data Formats:: CSV; PDF; Text

Delivery Mechanisms:: Website

Service Frequencies:: On-demand

Yield Book Add-In

The Yield Book® Add-In delivers the power of Yield Book’s fixed income analytics directly inside the Microsoft Excel® spreadsheet environment. Users can customize templates to perform complex calculations at the security, sector, and portfolio-level. The system uses an internet connection to interact with Yield Book’s comprehensive database and powerful calculation engine, allowing users to calculate analytics directly inside their spreadsheets.

Data Formats:: CSV

Delivery Mechanisms:: Excel

Service Frequencies:: On-Demand

Yield Book API

The Yield Book® API provides access to Yield Book’s trusted data and analytics from within client’s own custom applications. Customer user applications communicate directly with Yield Book’s servers over a secure internet connection, sending and receiving messages in XML or JSON format. flexible API technology is the underlying technology of the Yield Book Add-In and the Yield Book Calculator, used extensively by both buy-side and sell-side institutions globally.

Data Formats:: XML; JSON

Delivery Mechanisms:: API

Service Frequencies:: On-Demand

LSEG DataScope Select

LSEG DataScope Select is a unique platform that offers intuitive, cross-asset and timely access to all of LSEG reference and pricing data. Data is delivered by LSEG DataScope Select across the following platforms: HTTP/HTTPS, SFTP and API.

Data Formats:: CSV; XML

Delivery Mechanisms:: FTP; Website

Service Frequencies:: Continuous

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Fixed Income Analytics (Yield Book)

An overview of Fixed Income Analytics (Yield Book)

Key Facts

What you get with Fixed Income Analytics (Yield Book)

Accessing the dataset

Yield Book Classic

Yield Book Add-In

Yield Book API

LSEG DataScope Select

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