The availability of timely and accurate data is an essential element of the everyday operations of many organizations. Equally, an inability to capitalize on data assets will have farreaching effects.
Accurate fixed income attribution calculations are impossible without good data. In the world of fixed income data, a minor change can result in millions of dollars in cost differential.
D-Curves provide extensive coverage across thousands of issuers in the sovereign, corporate and financial sectors (taking into account seniority).
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...
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.
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...
There are five pricing methods used by the StatPro fixed income group: Market pricing; Spread pricing; Curved pricing, Cash pricing and pass-through pricing.