SQX offers daily corporate bond pricing, analytics, and data scrubbing. We combine market and security information with our proprietary model and term structure, for accurate and transparent price evaluations. Our algorithms reduce risk by providing more precise evaluations than traditional methods (such as bootstrapping, interpolation and matrix pricing). Our pricing methodology is based on the Term Structure of Rates (TSR), calculated for all global treasuries, real rates, Libor (Swaps), and global corporate rates for all issuers. Our pricing algorithms depend on the aggregate of the traded securities of an issuer, rather than one or two reference securities. Additionally, we perform both cross-sectional (comparison of all securities on a daily basis) and time-series analysis, in order to make sure that inconsistent data is filtered out.
In the US/Americas, we cover:
Internationally, we cover:
We can provide history beginning 2015.
This use-case would need to be negotiated with SQX.
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