Delta D-Curves 4.0

Delta D-Curves 4.0

D-Curves provide extensive coverage across thousands of issuers in the sovereign, corporate and financial sectors (taking into account seniority).
Construction Methodology

Construction Methodology

The Freedom Index aims to provide free, open and independent indexes for the asset management community. The Freedom Index provides index information for the UK and US markets (with other markets to follow soon) initially supplying the local return, with returns in...
Global Sectors FIGS

Global Sectors FIGS

The Freedom Index has produced its own Industry classification system; The Freedom Index Global Sectors (FIGS). The FIGS is a two tiered classification system, it has 10 Sectors and 36 industries.
Calculation Methodology

Calculation Methodology

The Freedom Index aims to provide free, open and independent indexes for the asset management community. This document shows all the methodologies used to calculate returns for the Freedom Index. The Freedom Index calculates returns in local currency and GBP and...
Delta D-Curves 4.0

Fixed Income Pricing Methodology

There are five pricing methods used by the StatPro fixed income group: Market pricing; Spread pricing; Curved pricing, Cash pricing and pass-through pricing.