EDI Evaluated Fixed Income Pricing Service

EDI provides a high-level summary of the methodology used to calculate security prices. We acquire observable pricing data from trade reporting utilities and parses indicative prices from emails sent from the sell side to the buy side. Prices are organized based on issuer or tranche as appropriate per security type. These data are used in industry-standard models to construct issuer-level yield curves or to imply discount margins. More detailed methodology documents are available upon request. Daily pricing for: - Government & Sovereign Bonds - Corporate Bonds - Municipal Bonds - Syndicated Bank Loans - Agency MBS - Non-Agency CMO - CMBS - ABS - CLO

EDI提供了证券价格计算方法论的高层级概述。本机构从交易报告服务平台获取可观测定价数据，并解析卖方发送至买方的电子邮件中的指示性报价。将根据证券类型，按发行人或对应分档对价格进行合理归类。上述数据将通过行业标准模型，用于构建发行人层面的收益率曲线，或推导贴现利差。如需获取更详细的方法论文档，可应要求提供。本数据集涵盖以下品类的每日定价：
- 政府与主权债券（Government & Sovereign Bonds）
- 公司债券（Corporate Bonds）
- 市政债券（Municipal Bonds）
- 银团贷款（Syndicated Bank Loans）
- 机构抵押贷款支持证券（Agency MBS, Mortgage-Backed Securities）
- 非机构抵押担保债务凭证（Non-Agency CMO, Collateralized Mortgage Obligations）
- 商业抵押贷款支持证券（CMBS, Commercial Mortgage-Backed Securities）
- 资产支持证券（ABS, Asset-Backed Securities）
- 担保贷款凭证（CLO, Collateralized Loan Obligations）