CALCULATION ENGINE THAT LEVERAGES THE BOND CASH FLOW DATA AND FACILITATES PRICING OF ILLIQUID BONDS


FactEntry is an independent provider of bond data and documents, incorporated since 2007, with extensive knowledge of the global debt capital markets.

We have developed a calculation engine that leverages our bond cash flow data and facilitates pricing of illiquid bonds. Our bond pricing input comes from brokers and market participants along with the traded data. Our (BVE) calculation engine is a result of over three years of R&D with the experienced quant team that has done extensive work with banks and hedge funds.

The Fair Value Data is available the next day for previous EOD before the markets opens.

Coverage

Currency
AUD GBP NOK
CAD HKD NZD
CHF INR SEK
DKK JPY SGD
EUR KRW USD

Data Fields (Sample)

  • Fair Value Date
  • ISIN
  • Issuer
  • Credit Sector
  • Country of Issuer
  • Issue Date
  • Maturity
  • Coupon
  • Currency
  • Z-spread
  • Asset Swap Spread
  • Clean Price
  • Dirty Price
  • Yield
  • Macaulay Duration
  • Modified Duration
  • Convexity
  • Link to Bond Document

Delivery

  • XML delivered via FTP/ API
  • FTP can be FactEntry hosted or client hosted
  • Frequency is daily overnight 7.00 AM GMT
  • Next day before the markets opens
  • Front end for the data is www.BondMetric.com

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For further details please email: sales@factentry.com or

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