Purpose
The Bond Curve Analysis feature provides full integration of the Curve Table and Curve Tenor History functionality from ICE Connect MA, enabling in-depth bond curve analysis directly within Excel. Users can access evaluated sector curves, retrieve historical curve data, and customize output formats with improved flexibility, usability, and data access. Bond Curve Analysis can be accessed via the ICE XL Ribbon > Curves > Bond Curves Analysis.
Key Features
• Access evaluated sector curves across corporate, government, municipal, and model-based markets directly
through the Curves command.
• Retrieve complete historical curve data for comprehensive trend and comparative analysis.
• Customize date ranges, output granularity (Intraday, Daily, Monthly, Yearly), and choose horizontal or vertical
display layouts.
• Receive automatic intraday updates every 15 minutes for eligible curves, with the option to manually refresh
on demand.
• Include detailed curve metadata using the enhanced Field Selection panel.