Corporate Yield Curves
Broad coverage of credit term structures, across four currencies, highest 11 GICS sector and seven ratings.
Market Intelligence
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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)
- Frequency
- Daily
- Latency
- Daily
- Coverage Type
- Bond
- Coverage
- 5,000
- History
- 2011
- Earliest Significant Coverage
- 2011
- Point In Time
- Yes
- Point In Time Description
- The valuation date is provided. The data is published on a T+1 basis.
- Data Source
- Bonds
- Field Count
- 1,000s
- Estimated Size
- 35
- Added
- 2019-09-01
Industries
- Financials
- Real Estate
- Energy and Utilities
- Materials
- Healthcare
- Industrials
- Consumer
- Technology, Media & Telecommunications
Geographic Coverage
- Global
Delivery
- Desktop
- API
- Cloud
- Feed