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Securities
Types
Yield Book analytics calculate consistent yield, risk, and return measures for
a broad spectrum of bonds, enabling users to perform analysis on portfolios comprising
a wide range of fixed income security types.
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| Governments |
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- Treasury Bonds, Notes, Bills, Strips
- Agency Bonds, MTNs
- TIPs
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| Corporates |
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- Bonds, MTNs
- Floaters
- Eurobonds
- High Yield (Step-Up, ZTF, PIK)
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| Mortgage |
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- Fixed Rate Pass Through Pools
- ARMs, ARM Jr-Sr
- Mortgage Derivatives (CMO, IO/PO, Floaters)
- ABS (Home Equity Loan, Manufactured
Housing, Credit Cards, Auto Loans)
- CMBS
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| Fixed
Income Derivatives |
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- Options on Bonds
- Futures, Options on Futures, Eurodollar
Futures, Bankers Acceptance Futures
- Swaps, Swaptions
- Caps & Floors
- Credit Default Swaps
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| International
and Emerging Markets |
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- All Major Government Bond Markets
- North America, Europe, Asia Pacific,
Latin America, the Middle East, and Africa
- Currency Forwards
- Cross Currency Swaps
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| User
Defined Securities |
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Users are able to create their
own structures for inclusion with the database and into portfolios for
anaylsis. |
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