XigniteBondAnalytics Overview

This API offers end-of-day analytics for over 30,000 U.S Corporate bonds and 1.25 million USMunicipal Bonds, including more than 8 years of daily history. This API delivers yield to maturity,yield to worst, modified duration, effective duration, convexity, effective convexity, option adjustedspread. For more information please contact BondsQA@xignite.com.

Key Features

• Bond identification using CUSIP
• Coverage of 9 fixed income analytical data points
• Key rate durations
• Historical analytics going back 8 years
• Updated daily

Key Benefits

• Obtain end-of-day bond analytics without requiring any additional data license
• Use a single easy-to- useeasy-to-use API to obtain comprehensive, institutional quality corporate bond and municipal bond evaluated prices
• Easily embed bond analytics information in your applications-- including spreadsheets, websites, mobile apps and other corporate applications
• Dramatically reduce time to market for apps that need fixed income analytics data
• Eliminate the pains and complexity of legacy fixed income feeds by using cloud APIs

Data Coverage At-A-Glance

• Asset Classes: Fixed Income including:

  • US Corporate Bonds
  • US Municipal Bonds

• Timeliness: End of Day

Key Data Points

• Issue Identifiers: CUSIP
• Security Information: Date, coupon
• Calculations: Modified duration, Macaulay duration, effective duration, option adjusted spread, zero volume spread, straight volume spread, effective convexity, convexity, yield to maturity, key rate durations