RIMES Technologies has added The Yield Book analytics to its data portfolio. The Yield Book models calculate yield, risk, and return measures consistently for a broad spectrum of bonds, enabling users to perform analysis on portfolios comprising a wide range of fixed income security types, such as government, agency, corporate, international and emerging market bonds, mortgages and fixed income derivatives.
The Yield Book database maintains coupon rate, credit rating, redemption schedules, prepayment history, and other indicative data for a large number of securities, together with daily prices, yields, option-adjusted spreads, effective durations and other calculated values for securities covering 30 countries. It also includes matrix pricing tools and benchmark data (yield curves, volatility curves, “leader” prices, etc.) to allow users to create relationship-based pricing for virtually any bond.
The Yield Book’s on-the-run treasury yield curve allows for intra-day pricing updates when used in conjunction with its matrix pricing tools. Historical yields, prices, spreads and other measures for securities, market benchmarks and yield curves are available, dating back to 1950.
The Yield Book is an essential tool for portfolio managers, investment advisors, broker/dealers, insurance companies, banks and hedge funds, and is employed to address a variety of investment objectives. It provides portfolio and trade analysis, analysis on indexes, reporting and automation.
The Yield Book is provided by The Yield Book Inc., one of the leading providers of fixed income portfolio analytics software. Citigroup’s family of Global Fixed Income Indexes has been available through Yield Book products since inception. The Index Group became part of The Yield Book, Inc. in 2003, complementing the Group’s traditional offering of fixed-income analytics systems products and services.
Douglas Garrity, Head of Fixed-Income and Partner of RIMES Technologies commented: “The Yield Book provides unrivalled fixed income analytics, and we are delighted to be the first financial data integrator to add it to the RIMES portfolio of data and analytics, as it offers investors an essential set of tools to assist in bond investment strategy”.
The Yield Book can be accessed through RIMES SmartFiles®, the custom file service which feeds the data directly into any applicable system, in any desired file format. RIMES SmartFiles streamlines and simplifies the use of multiple sources of proprietary data. Combining data servicing, integration and quality assurance with customized data files built to client specifications, they can include any of RIMES’ 300 plus data sources, as well as derived and in-house data. Delivered exactly to meet clients’ specific formatting requirements, the research, creation, updating, validation and delivery of the data files is carried out entirely by RIMES.
- The FTSE Russell ICB Reclassification is Coming. Are You Ready?
- 2020 and Buy-Side Compliance: A Year of Awakening and Investment
- ETF answers from our experts
- RIMES Launches Unique Index Identifier to Give Investment Management Firms the Data Insights They’ve been Unable to Access Until Now
- Data Supply Chain Optimization Within Investment Management