The Yield Book
Premier Fixed Income Analytics System.
Use our sophisticated models for trade and portfolio applications. Term Structure Models, Mortgage and Asset-Backed Prepayment Models, and Default and Loss Severity Models serve as the backbone for analyzing... Learn More
Customer Workshops
Extensive Customer Support Helps You Leverage the Power of The Yield Book
The Yield Book offers classes for both beginners and advanced users of the system. Classes are taught in hands-on workshops offered monthly in New York, as well as in other cities around the globe. Learn More
Time-Weighted US Fallen Angel Bond Index
Extending Citi's family of alternatively-weighted fixed income indices. The index measures the performance of "fallen angels" (high-yield debt that was previously rated investment-grade), issued by corporations domiciled in the US or Canada. Unlike traditional market value-weighted indices, the index determines constituents' weights based on their time from inclusion in the index. Learn More
