Yield Book REST API
Interactive Yield Book analytics in your application

The Yield Book REST API provides access to Yield Book’s trusted data and analytics from within your own
custom applications.
Yield Book customers can develop application and processes, which will connect to the Yield Book REST API
service over a secure connection, sending requests and receiving response in JSON format. The REST API canalso process requests (and generate responses) compatible with the existing XMLAPI product.

Your requirement

Our solution

Flexibility– Yield Book REST API can be accessed by any environment or framework that support
JSON/REST API calls– Your custom application can process multiple securities or multiple types of analysis
simultaneously, providing fast processing times– Yield Book REST API’s simple, modern interface makes it easy to build cutting edge tools
and efficient processes for internal risk and trading desks

Access to data, 24/7

– Yield Book REST API is available 24 hours a day except Sun 6 AM to Sun 6 PM EST time
– Access comprehensive sets of data such as indicative data for bonds, historical pricing, yieldcurves, and actual versus projected prepay speeds for mortgages

Comprehensive security
coverage

Get analytical insight into Yield Book’s extensive range of financial products in the fixed incomespace. asset coverage includes:– Government and Sovereign Bonds– Corporate Bonds– Municipal Bonds– Securitised Products: US Agency RMBS, CMOs, TBAs, Specified Pools, US non-agency
RMBS, Credit Risk Transfer MBS, US Agency CMBS, US non-agency CMBS, US ABS,
Euro ABS, Euro RMBS, Japanese Agency RMBS, Australian RMBS
– Collateralised Loan Obligations (CLOs)– Derivatives including futures, forwards, swaps, and options

Yield Book REST API

2Key features and functions
Yield Book REST API provides access to the following major functionalities:
Price / Yield calculations

Calculate and retrieve bond analytics, such as OAS, convexity, effective convexity, effective
duration, and partial duration

Scenario and cash flow
analysis– Shock yield curves and set horizon period, re-investment rate, and timing of rate shifts
to assess the performance of single securities– Generate cash flow and return projections based on user-defined shifts for interest rates,
spreads, currencies, volatilities, and prepayments

Advanced mortgage
analytics– Retrieve collateral information including pool-level details for CMOs
– Analyse prepay model performance by comparing actual realised prepayments tomodel projections– Stress test PAC bands through WAL sensitivity analysis

Examples of applications
Yield Book REST API can be customised to fulfill your individual strategic and tactical requirements. Some
example applications include:

Overnight reporting for risk management

Pre-trade analysis for compliance and ordermanagement systems

Reporting application produces data from previous
market close to be available at the start of the nextbusiness day

The Yield Book REST API can be used as an input intocompliance and order management systems to assist
with pre-trade analysis

Scenario analysis engine for Value-at-Risk
calculation

Cash flow forecasting tool

Engine allows for the isolation and measurement of
the components of risk and potential sources of return

Cash flow and return projections can be generated basedon user-defined shifts for interest rates and prepayments

System architecture
Analytics: Individual security analysis
Interface: Custom application
Reports: Your own configured display and reports
Data storage: Data stored in your custom application
Installation: Not required
Yield Book
databaseservers

Tradingsystems

Sales tools

Custom desktop
applications

Yield Book
Add-InYield Book
Calculator

Client side
Source: Yield Book. For illustrative purposes only.

Internetconnection

Yield Book
application
servers

API
Yield Book
computerservers

Server side

Yield Book REST API

3

Contact us
To learn more, contact us at sales@yieldbook.com or visit our website: solutions.yieldbook.com
Americas +1 646 989 2200

Asia-Pacific

EMEA +44 20 7334 8963

Tokyo +81 3 6441 1015
APAC +886 2 8729 5130

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