The Yield Book

Premier Fixed Income Analytics System.

Use our sophisticated models for trade and portfolio applications. Term Structure Models, Mortgage and Asset-Backed Prepayment Models, and Default and Loss Severity Models serve as the backbone for analyzing... Learn More

Customer Workshops

Extensive Customer Support Helps You Leverage the Power of The Yield Book

The Yield Book offers classes for both beginners and advanced users of the system. Classes are taught in hands-on workshops offered monthly in New York, as well as in other cities around the globe. Learn More

Citi Pension Liability Index

Created in 1994, the index is a trusted source for plan sponsors and actuaries to value defined-benefit pension liabilities in compliance with the SEC's and FASB's requirements on the establishment of a discount rate. Learn More


Yield Book Structuring Tool

Structure Agency CMO deals.


Credit Risk Module

Quantitative credit analysis deploying a range of models to generate estimates for an issuer's probability of default.


Debt Capacity World Government Bond Index

An alternatively weighted broad benchmark for the global sovereign fixed income market.


Training and Events

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