CSFB launches fixed-income indexes on Bloomberg

CSFB's new index data offers time-series data on price return, total return, spread over benchmarks and spread over swaps. Market statistics such as yield-to-maturity, modified duration and excess total returns are also offered on a daily basis.

The price, yield and spread of each individual bond composing each CSFB index is reported daily by a CSFB trader, who makes a market in the given security. CSFB claims this pricing approach, as opposed to alternatives such as matrix pricing, ensures timely and reliable pricing information, allowing clients to conduct relative value and portfolio performance analysis with greater precision.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Next-generation technologies and the future of trading

At a Risk.net webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: