The Yield Book

Premier Fixed Income Analytics System

Market Tested Models

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 Option-Adjusted Spread, Effective Duration, Convexity, and a wide range of other value and risk measures. Models are calibrated across a variety of security types.

Comprehensive Bond, Index, and Market Data

The extensive securities database provides you with indicative data, daily pricing and analytics. The database covers most major fixed income asset classes and currencies. Real-time market data, historical time series data, and daily pricing and analytics provide the tools for powerful analysis. Access to Citigroup Fixed Income Indices, as well as indices provided by others, fuels benchmark analysis and provide insight on market trends.

Analytics at Your Desktop or on the Network

Integrate Yield Book Analytics with your in-house applications on your desktop or over your LAN. The client/server architecture offers the convenience of live updates of data and models, along with the capacity for large scale portfolio and index calculations. The same high performance analytics are available in both over the internet or via a dedicated connection. In addition, batch scripting and batch-on-demand production management tools empower your organization to automate large-scale calculations to meet your analytic needs.

Service and Custom Solutions

Call on our fixed income analysts and systems engineers to address your usage and technical questions. Join us for hands on customer workshops in locations across the globe. Consulting expertise is available upon request to work with you to create customized solutions for your analytic needs.