Inputs
Bond Curve Analysis accepts both Curve IDs and External Names as inputs. ICE XL will automatically list all available tenors for a given curve, or users may specify individual tenors, multiple tenors, or a range of tenors.
| Input Type | Example |
| Curve ID | 1589489160780 |
| External Name | E_I_US_USD_T_SN_GP |
| Specific tenor (External Name) | E_I_US_USD_T_SN_GP 3M |
| Specific tenor (Curve ID) | 1589489160780 1Y |
| Multiple tenors | E_I_US_USD_T_SN_GP 3M 1Y 3Y |
| Range of tenors | E_I_US_USD_T_SN_GP 1Y-10Y |
Note: Users are not expected to know Curve IDs or External Names from memory. The intended workflow is to copy and paste curve symbols directly from ICE Connect MA.
External Name Naming Convention
To support consistent identification and usage of curves across platforms, External Names follow a structured naming convention. The components of the name identify the asset class, category, country/region, currency, sector or issuer, tier, rating, and curve client type, depending on the curve type.
The examples below illustrate the typical format and components used in the naming convention.
Corporate – Sector
Example: C_AU_AUD_UT_SS_AAA_N (Australia AUD Utilities Senior Secured AAA N)
| Component | Meaning |
| C | Corporate Asset Class |
| AU | Australia (Country/Region) |
| AUD | Australian Dollar (Currency) |
| UT | Utilities (Industry Sector) |
| SS | Senior Secured (Tier) |
| AAA | Rating |
| N | No Covered |
Corporate – Issuer
Example: E_I_US_USD_JPM_SN_GP (JPMorgan Chase & Co.)
| Component | Meaning |
| E | External Source Type |
| I | Issuer Category |
| US | United States (Country/Region) |
| USD | United States Dollar (Currency) |
| JPM | JPMorgan Chase & Co. (Primary Name) |
| SN | Senior Tier |
| GP | General Purpose Curve Client Type |
Corporate – Government (Cross Currency)
Example: E_XCCY_G_AU_ST_AUD_NSWTC_Tcorp_CHF (New South Wales Treasury Corporation XCCY)
| Component | Meaning |
| E | External Source Type |
| XCCY | Cross Currency (Primary Name) |
| G | Government Category |
| AU | Australia (Country/Region) |
| ST | Structured Instrument Type |
| AUD | Australian Dollar (Currency) |
| NSWTC | New South Wales Treasury Corporation (Primary Name) |
| Tcorp | Treasury Corporation (Primary Name) |
| CHF | Swiss Franc (Cross Currency) |
Muni – Issuer
Example: M_I_TE_NY_PORT_AUTH (Port Authority of New York and New Jersey)
| Component | Meaning |
| M | Muni Asset Class |
| I | Issuer Category |
| TE | Tax-Exempt Instrument Type |
| NY | New York (State) |
| PORT | Port (Primary Name) |
| AUTH | Authority (Primary Name) |
Muni – Sector
Example: M_S_TE_US_AA_GENERIC_4CPN_5YC (US Municipal AA 4% Cpn 5YC)
| Component | Meaning |
| M | Muni Asset Class |
| S | Sector Category |
| TE | Tax-Exempt Instrument Type |
| US | United States (Country/Region) |
| AA | Rating |
| GENERIC | Generic Issuer (Primary Name) |
| 4CPN | 4% Coupon Yield |
| 5YC | Tenor |
Sovereign – Sector
Example: E_S_AU_MU_AUD_AAA_GP (Australia Municipal AAA)
| Component | Meaning |
| E | External Source Type |
| S | Sector Category |
| AU | Australia (Country/Region) |
| MU | Municipal Issuer Type |
| AUD | Australian Dollar (Currency) |
| AAA | Rating |
| GP | General Purpose Curve Client Type |
Sovereign – Issuer
Example: E_I_JP_JPY_DBJJP_SN_GP (Development Bank of Japan Inc.)
| Component | Meaning |
| E | External Source Type |
| I | Issuer Category |
| JP | Japan (Country/Region) |
| JPY | Japanese Yen (Currency) |
| DBJJP | Development Bank of Japan (Primary Name) |
| SN | Senior Tier |
| GP | General Purpose Curve Client Type |
Sovereign – Government
Example: E_G_FR_ST_EUR_I_GP (France (Republic of) Inflation)
| Component | Meaning |
| E | External Source Type |
| G | Government Category |
| FR | France (Country/Region) |
| ST | Structured Instrument Type |
| EUR | Euro (Currency) |
| I | Inflation Indexation |
| GP | General Purpose Curve Client Type |