LSEG Financial Analytics API & Channels
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.
Features & Benefits
What you get with Analytics API and Channels
Analytics API allows access to all LSEG Analytics models, providing wide ranging coverage for fixed income securities, equity, commodities, and rates and surfaces.
Analytics API Channels allow users to easily integrate analytics into existing applications and workflows.
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.
Combine analytics outputs with historical analytics to back test and implement trading strategies.
Analytics API and Channels
Analytics API
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.
Analytics API Visual Studio Code Extension
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.
Analytics API Copilot
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.
Unleash your insights
Building models in developer environments can be complex. So, we’ve simplified it—putting the help you need right at your fingertips, exactly when you need it. See how LSEG Financial Analytics removes the friction. Get a competitive edge with reliable AI-Powered Analytics.
Request details
Email your local sales team
Help & Support
Already a customer?
Contact us
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