The Yield Book fixed income analytics products offer portfolio and security level analysis. Clients can track and optimise portfolios against leading Citi Fixed Income Indexes or other benchmarks. Portfolio and risk reporting includes scenario analysis, return attribution, tracking error, and VaR.
The Yield Book fixed income analytics can be accessed via the XML API. The API allows you to integrate with in-house or vendor risk management systems. Access core features via the API including security indicative, returns, optimisation, attribution, scenario analysis, VaR and tracking error.
The Calculator is a web based app that allows security analysis based on our extensive database. Review indicative data, calculate risk measures (duration, convexity, spreads) using our premier proprietary analytics and perform scenario analysis based on your view of interest rate moves and horizon.