Coverage: To compliment our end-of-day bond prices, DIH offers derived analytics for ~150,000 debt securities from 135+ exchanges around the world, including:
Government bonds
Corporate bonds
Fixed rate, floating, and convertible issuances
Our fixed income analytics includes:
Yield
Yield to Maturity
Yield to Call
Yield to Put
Yield to Worst
Accrued Interest
Macaulay Duration
Effective Duration
Modified Duration
Key-Rate Duration
Convexity
The derived analytics files include fields from our security reference data (e.g. maturity date, interest rate, interest type, security type), and closing prices data (e.g. open, high, low, close, volume).