Analytics

Bond Analytics

Access institutional-grade financial data through our enterprise platform. Built for the world's leading financial institutions and trading firms.

OVERVIEW

  • The Instrument Pricing Analytics Bond API provides tools for traders, portfolio managers, and risk officers dealing with fixed income securities to assess government and corporate bonds, preferred shares, inflation-protected bonds, and municipal bonds.
  • It caters to various debt redemption structures, including perpetual, bullet, sinking funds, and callable bonds, as well as different coupon types such as fixed-rate, floating-rate, and fixed-to-floating-rate coupons.
  • The API delivers on-demand analytics, including price-yield analysis, cash flow projections, risk metrics like modified duration and convexity, and spread analysis such as Gov-Spread, Z-Spread, and asset swap spread across diverse market practices.

DATA SPECIFICATIONS

Data Format
CSVJSONPythonUser InterfaceXML
Delivery Mechanism
APIDesktopExcel
Data Frequency
DailyContinuous

FEATURES & CAPABILITIES

Enterprise-grade data infrastructure

The Instrument Pricing Analytics Bond API provides traders, portfolio managers, and risk officers in the fixed income sector with the tools to assess government and corporate bonds, preferred shares, inflation-linked bonds, and municipal bonds.

It accommodates various debt redemption profiles like perpetual, bullet, sinking, and calls, as well as different coupon types including fixed, floating, and fixed-to-floating.

This API delivers on-the-fly analytics such as price-yield analysis, cash flows, risk measures like modified duration and convexity, and spread analysis such as Gov-Spread, Z-Spread, and asset swap spread according to diverse market standards.

Enterprise Consultation

Schedule Your Personalized
Data Solution Demo

Connect with our data specialists to explore how our institutional-grade financial data solutions can address your specific requirements.

Please describe your current challenges, data requirements, or specific areas of interest.

By submitting this form, you agree to our Privacy Policy and Terms of Service. Fields marked with * are required.
Eulerpool Logo
© 2023 Eulerpool Research Systems. All rights reserved.