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.