Yield Book Fixed Income Analytics System
Capable of handling the most complex fixed income products, Yield Book is a trusted source for in-depth risk analytics, regulatory stress-testing and complex portfolio analysis across global markets. Starting its life on a trading floor in 1989 and redefined by industry experts, Yield Book analytics is used widely by institutional investors across buy-and sell-side institutions.
Yield Book offers an expanded set of capabilities that include market-leading data and cashflows modelling for in-depth security and portfolio analysis ranging from vanilla bonds to highly structured mortgages and complex derivatives for clients to comprehensively address their requirements.
Sophisticated analytics and insights
In addition to coverage in almost every pocket of fixed income, Yield Book has a particular specialism in modelling complex security types with an extensive security-level price and analytical history for research, back-testing, and investment strategies development.
Single source solution
As Yield Book is driven by Pricing and Reference Data from Refinitiv and underpin the construction of FTSE Russell Fixed Income Indexes, clients can access a fully integrated content set across prices, data, indexes, and analytics.
Being a long-trusted partner to clients, Yield Book has supported independent risk assessment as part of clients’ regulatory risk submissions, including model validation.
While Yield Book offers analytics out of the box with market aligned standard assumptions, clients can also refine their analytics sets and include custom data, curve assumptions and scenarios.
Find the fixed income solution for you
Yield Book single security calculator now available as add-on to Eikon
With Refinitiv and Yield Book working together as one company under LSEG, Yield Book's single security calculator is now incorporated in the Refinitiv's flagship platform Eikon, allowing fixed income professionals access data and analytics in one single integrated source.
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