Fixed Income
Continuous Evaluated Pricing (CEP)
Continuous Fixed Income Evaluated Pricing extends our industry leading end-of-day evaluations to intraday by using market information to create a continuous evaluated price. Our innovative approach combines both quantitative and qualitative assessments, overseen by our global evaluation team, to generate an independent, continuous stream of fixed income evaluations that can be used to support trading, transaction cost analysis, and best execution.
Continuous Evaluated Pricing (CEP) History
Continuous Fixed Income Evaluated Pricing extends our industry leading end-of-day evaluations to intraday by using market information to create a continuous evaluated price. Output a specific request into a single cell using this easily customizable Data Point Template to retrieve historical point in time intraday data.
Bond Curve Analysis
The Bond Curves Analysis template brings full Curve Tenor History functionality into Excel, covering corporate, government, municipal, and model-based sector curves. Users can retrieve historical and intraday curve data, customize date ranges and display layouts — with flexible tenor selection including specific tenors, multiple tenors, or tenor ranges.
Bond Analytics
The Bond Analytics template uses the same Java Calculator powering Connect MA's Fixed Income Security Analytics and Trade Figuration. Users can retrieve, analyze, and side-by-side compare bond attributes, risk metrics, yield measures, and trade figuration fields across multiple securities.