Corporate Yield Curves
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The Corporate Yield Curves dataset aggregates thousands of indicative quotes into daily group curves by currency, sector and rating. You can utilize this point-in-time dataset for transfer pricing, credit analytics, and accounting analysis (e.g., in performing discounted cash flow valuations). Additionally, the fit of the group curves relative to the observations at a point time is provided as an on-demand pull through our excel transparency templates.
This dataset includes:
- Credit Spread and All in Yield (risk-free + credit spread) term structures (1 month to 30 years)
- Four currencies (United States Dollar, Euro, Pound, Australian Dollar)
- Top 11 GICS sectors in addition to all corporates and non-financial corporates, investment grade and high yield
- Seven ratings (AAA to CCC)
Vendor information
At S&P Global Market Intelligence, we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction.
- Primary Entity TypeBond
- Coverage Count5,000
- Geographic CoverageGlobal
- Industry CoverageConsumer, Energy and Utilities, Financials, Healthcare, Industrials, Materials, Real Estate, Technology, Media & Telecommunications
- History Initiated2011
- Earliest Significant Coverage2011
- Point In TimeYes
- Point In Time DetailsThe valuation date is provided. The data is published on a T+1 basis.
- Data SourceBonds
- Field Count1,000s
- Delivery ChannelAPI, Cloud, Desktop, Feed
- Delivery PlatformAPI, Marketplace Workbench, S&P Capital IQ, Snowflake, Xpressfeed™
- Reporting FrequencyDaily
- Dataset LatencyDaily
- Dataset Size (GB)35