BondDroid Credit Curves
Overview
BondDroid® is a proprietary AI system that predicts trade bid and ask levels. It uses a unique approach designed to deliver accuracy across different market regimes, issuer credit quality, and instrument life cycles. BondDroid® deploys over 400 pricing bots — each representing a unique trading persona.
BondDroid Curves offers issuer-level credit spread and hazard rate curves for 11 standard maturity points, dating back to January 2012. This data feed covers a daily snapshot of the issuer-level credit curves and hazard rates for 4,000+ global corporate and sovereign issuers.
Data Information | Value |
---|---|
Refresh Cadence | Daily |
Historical Coverage | 2012 -present |
Geographical Coverage | Global |
Schema
Name | Description |
---|---|
CURVE_TICK_TIMESTAMP | The date and time from which bond pricing signals and rates are used to calculate credit curves. |
CURVE_ID | Uniquely identifies (in combination with bd_le_id) and provides a chronological ordering for each issuer credit curve. |
BD_LE_ID | A 6-digit unique issuer identifier is assigned by BondDroid. |
TICKER | BondDroid® ticker symbol of the issuer. Where possible, it is kept consistent with the stock ticker of the issuer's ultimate parent. |
ULTIMATE_PARENT_NAME | The name of the ultimate controlling company within a corporate structure of the obligor. |
ISSUER_NAME | The full legal name of the obligor. |
ISSUER_LEI | The open-source 20-character, alpha-numeric code is based on ISO 17442. |
BONDDROID_INDUSTRY | Issuer industry. NAICS 2017 taxonomy applied to the US and Global Issuers. |
BONDDROID_SECTOR | Issuer sector. NAICS 2017 taxonomy applied to the US and Global Issuers. |
COUNTRY_OF_RISK | BondDroid® issuer country of risk assigned based on several factors. |
REGION | World Bank Region based on the issuer's country of risk. |
CURRENCY | The ISO currency in which the underlying bonds are denominated. |
SPREAD_1M | The implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk. |
SPREAD_3M | The implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk. |
SPREAD_6M | The implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk. |
SPREAD_1Y | The implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk. |
SPREAD_2Y | The implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk. |
SPREAD_3Y | The implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk. |
SPREAD_5Y | The implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk. |
SPREAD_7Y | The implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk. |
SPREAD_10Y | The implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk. |
SPREAD_20Y | The implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk. |
SPREAD_30Y | The implied spread over TSYs at a specific point in the future represents that issuer's market perceived credit risk. |
HAZARD_RATE_1M | The probability of issuer default by the end of a specified time interval, conditional on no prior default event. |
HAZARD_RATE_3M | The probability of issuer default by the end of a specified time interval, conditional on no prior default event. |
HAZARD_RATE_6M | The probability of issuer default by the end of a specified time interval, conditional on no prior default event. |
HAZARD_RATE_1Y | The probability of issuer default by the end of a specified time interval, conditional on no prior default event. |
HAZARD_RATE_2Y | The probability of issuer default by the end of a specified time interval, conditional on no prior default event. |
HAZARD_RATE_3Y | The probability of issuer default by the end of a specified time interval, conditional on no prior default event. |
HAZARD_RATE_5Y | The probability of issuer default by the end of a specified time interval, conditional on no prior default event. |
HAZARD_RATE_7Y | The probability of issuer default by the end of a specified time interval, conditional on no prior default event. |
HAZARD_RATE_10Y | The probability of issuer default by the end of a specified time interval, conditional on no prior default event. |
HAZARD_RATE_20Y | The probability of issuer default by the end of a specified time interval, conditional on no prior default event. |
HAZARD_RATE_30Y | The probability of issuer default by the end of a specified time interval, conditional on no prior default event. |
YIELD_1M | The annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve. |
YIELD_3M | The annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve. |
YIELD_6M | The annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve. |
YIELD_1Y | The annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve. |
YIELD_2Y | The annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve. |
YIELD_3Y | The annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve. |
YIELD_5Y | The annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve. |
YIELD_7Y | The annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve. |
YIELD_10Y | The annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve. |
YIELD_20Y | The annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve. |
YIELD_30Y | The annual percentage return an investor can expect to receive for investing in the on-the-run bond at a particular point on the maturity curve. |
Updated about 1 month ago