​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).

History:  Varies by exchange.
​
Updates:  Bond derived analytics files are available for download the next day by 8am (GMT).

Delivery:  Files are delivered as delimited text files via ftp download.

Get a FREE Sample & Quote