Corporate Yield Curves

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 specific points in 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)

企业收益率曲线（Corporate Yield Curves）数据集将数千条指示性报价按货币、行业与评级聚合为每日分组曲线。您可利用该时点数据集开展转移定价、信贷分析以及会计分析工作（例如执行贴现现金流估值）。此外，分组曲线相对于特定时点观测值的拟合度，可通过我们的Excel透明度模板按需拉取获取。

本数据集包含以下内容：
- 信用利差与全收益率（无风险收益率+信用利差）期限结构（覆盖1个月至30年）
- 四种货币（美元、欧元、英镑、澳元）
- 全球行业分类标准（GICS）前11大行业，同时涵盖全部企业、非金融企业、投资级与高收益债主体
- 七个信用评级等级（AAA至CCC）

搜集汇总

背景与挑战

背景概述

该数据集整合了按货币、行业和信用评级分类的每日公司收益率曲线，涵盖4种主要货币、11个GICS行业和7种评级等级，提供1个月至30年的信用利差和综合收益率期限结构，适用于转移定价、信用分析和会计估值等场景。