Comprehensive Fixed Income Market Data and Analytics System
Headline
Architected, designed, and built a fixed income market data and analytics system for global securities. We have been enhancing, operating, managing and supporting the system for close to a decade.
The system allows global coverage of fixed-income instruments, including government bonds, corporate bonds, municipal bonds and mortgage-backed securities. The system takes fixed income market data feeds, security information feeds, treasuries feed and interest rate swaps feed to calculate T-spread, Z-Spread, I-Spread, S-Spread, Yield, Yield to Maturity/Call/Put/Worst, BP01, Various Durations, Convexity and other comprehensive analytics. The system can provide data and analytics using API (FIX, MQ, Web API, etc.), Web Front End, Dashboard, Files, and many other mechanisms.
Key highlights
Provide extensive coverage of best-in-class, real-time, corporate bonds, offering a holistic view of the fixed income markets.
Real-time pricing information and historical data, enabling them to track market movements, identify trends, and make informed investment decisions based on both current and past market conditions.
A comprehensive security master is available for Fixed Income with call schedules and interest rate schedules within the system.
Global coverage, allowing investors to analyze and compare fixed income using different spreads generated for bonds and identify opportunities across different regions and markets.
Analytics system for the corporate bond market that establishes price integrity and facilitates market modernization.
Ensuring data security and providing reliable, accurate information are paramount, given the critical nature of financial data in making investment decisions using calculated risk spreads i.e. T, O, I and Z spread.
System can provide analytic data multiple ways i.e. via FIX protocol, JSON files.
Integration capabilities that allow the incorporation of government treasury market data and swap rates to facilitate calculating different risk spreads in the system.
Operations have access to various dashboards and alerts for monitoring systems and performance.
