ICE Data Services


Robust Portfolio Analytics, Models & Reporting

BondEdge provides investment professionals with the tools to manage risk and returns for multi-asset portfolios relative to an array of leading indices and liability benchmarks. The tool is backed by a set of best-of-breed security, portfolio and cash flow analytics, which are supported by more than 40 years of expertise and research.

BondEdge provides robust report generation capabilities across a range of asset classes to help you analyze holdings, distributions, and performance of both fixed income and multi-asset class portfolios. BondEdge features a rich collection of content, models and engine, which include a robust structured finance deal library, term structure and prepayment models, as well as an industry-leading cash flow engine.

BondEdge also includes:

  • Comprehensive security coverage for more than ~3 million domestic and international fixed income and equity securities such as structured, taxable and municipal securities and a broad range of derivatives
  • Access to benchmarks from leading fixed income and equity index providers
  • Analytic risk measures including option adjusted duration, convexity, option adjusted spread (OAS), and key rate durations
  • Extensive, customizable reports that can help identify current risk characteristics of portfolios
  • Projected total returns and risk characteristics via stress testing and "what-if" reporting tools
  • Multi-asset performance attribution analysis
  • Dynamic asset cash flow projections for asset liability management and regulatory and rating agency reporting
  • Liability-driven investing tools for matching duration, cash flow and horizon, reporting on flexible surplus and risk measures, portfolio rebalancing and measuring spread to benchmark
  • Advanced calculation engine that provides a feed of indicative data and analytics measures
  • Analytic API (application programming interface), including an add-in program and sample templates for use from within Microsoft® Excel®
Analytics API

Support bond swap analysis, web portals, internal platforms and more with on-demand, interactive access to ICE Data Services fixed income analytics.

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