1. Yieldbook
  2. Home
  3. Yield Book Classic

Yield Book Classic

The Yield Book Classic application has delivered the power of Yield Book fixed income analytics to global market participants for over 30 years. A critical application for many market participants, users can access historical data, calculate and analyze single securities and generate portfolio level analytics for various securities through an internet gateway.

Overview of Yield Book Classic

The Yield Book is a trusted and authoritative source for fixed income analytics that enables market makers and institutional investors to perform complex and accurate portfolio analysis and risk management.

FEATURES & BENEFITS

Portfolio analysis and risk management

Yield Book market tested models

Market tested models *

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.

Financial models

Used by broker-dealers, institutional investors, government agencies, consultants and educational institutions.

  • Models calculate consistent risk and return measures for all security types. 
  • Sophisticated architecture allows users to quickly execute computationally intensive calculations. 
  • Flexible settings enable users to prepare customized analyses 

Trade and portfolio

To assist Portfolio Managers in analyzing their trade ideas and portfolio strategies, Yield Book is capable of addressing scenarios involving individual securities, multiple security types, or portfolios, and in one or more currencies. Yield Book also provides the ability to easily customize reports.

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 indexes fuels benchmark analysis and provide insight on market trends.

Comprehensive bond, index, and market data

Analytics at your desktop or on the network

Integrate Yield Book analytics with your in-house applications on your desktop. 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 over the internet. In addition, batch scripting and batch-on-demand production management tools empower your organization to automate large-scale calculations to meet your analytic needs.

Yield Book Classic sample of report package

Report package *

Architecture

Yield Book architecture enables users convenience of running the system on their desktop computer via a dedicated connection or Internet connection, while accessing the power of our central calculation facility.

Displays on your desktop computer

Display Yield Book on your current PC or Unix workstation along with other applications. Integrate Yield Book with your accounting system, spreadsheets, and other applications by connecting it to your local area network.

Powerful central servers

Yield Book runs on powerful central servers which are supported by both database and compute servers. This architecture affords complex database searching capability and streamlined calculation times through parallel processing.

Automatic database updates

Connect each morning to the most up-to-date market information. Updates to the indicative data on securities and pricing calculations based on market closes are processed each night on our servers. The client/server architecture eliminates the need for time-consuming downloads to refresh data.

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.

Yield Book Classic risk report on partial durations

Risk report partial durations *

* Screenshots are sourced from Yield Book. For illustrative purposes only.