Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 3800 bonds and 210 indices.
Index coverage includes:
- Convertible securities – Investment Grade, Speculative Grade, U.S. Contingent, European Convertibles, Finland, France, Germany, Global, Greece, Income-Paying U.S., Japanese Domestic/Euro, Large/Mid-cap U.S., U.S. Convertibles, etc.
Some of the items available include:
- Bond Items: Bloomberg id, country code, country description, currency code, date, delta, description, gamma, implied volatility, isin, market value, master index code/description, price, region code/description, RHO (change in value due to change in interest rates), sector code/description, spread, symbol, theoretical price, theta, vega, volatility assumption, weight in index, etc.
- Index Items: average coupon, average current yield, average delta, average duration, average premium, average rating, average years to maturity, hedged return, number of constituents, price index, total return, underlying equity index value, underlying equity total return, etc.