Overview

LSEG Financial Analytics enables you to customize and run fully managed comprehensive cross-asset analysis at enterprise scale, easily integrate with internal systems and distribute results to end users via specialized channels.

Building on the proven Refinitiv (Adfin, Price-It) and YieldBook quantitative models, the Analytics API offers a wide range of analytics measures spanning multiple asset classes, including:

-          fx and fx derivatives.

-          equity derivatives.

-          interest rate derivatives.

-          listed and OTC options including structured products.

-          fixed income including securitized product and structured notes.

-          credit derivatives.

You have full control of the analytics returned, so you can easily integrate with your internal systems and adjust to specific workflows. You can modify calculation parameters or use your own data.

You can interact with the analytics services either via our REST API, using standard HTTP methods and JSON data format, or with our Python SDK. To further enhance your development experience, we offer a VS Code Extension.

This extensive model and asset class coverage combined with flexible parametrization makes the Analytics API the tool of choice for developers to build internal workflows quickly.  It is also well suited for fincoders (e.g., traders, risk managers, structurers…) who need full flexibility in their analysis.

Examples

With the API, you can:

Build custom curves

-          Select the instruments.

-          Select the pricing source from the LSEG network or provide your own data.

-          Control the analytic parameters.

Compute analytics for a wide range of financial products

-          Access our database of securities or model OTC instruments benefiting from our extensive coverage of market conventions (e.g., calendars, currencies…).

-          Control pricing assumptions to generate relevant analytics (price, market value, Greeks…).

Combined custom curves and instrument analytics for full control

-          Price instruments with your own curve assumptions and integrate with downstream applications (e.g., e-trading).

-          Run valuations and risk scenarios aligned with your internal requirements.

Accessing the Analytics API using a human account

For human users, access is via the Analytics VS Code Extension or SDK.

To access Analytics services, users must have:

–      A user id linked to a user account with the appropriate access scope, and

–      A password (also known as a client secret).

Important: User Ids, passwords and bearer tokens are linked to individual user accounts and should not be shared. You should take all necessary steps to ensure that this information is protected.

Important: LSEG do not store passwords. If you lose your password a new one must be applied for.

Accessing the Analytics API using a service account

To access Analytics services, a service account must have:

–      A service id linked to a service account with the appropriate access scope, and

–      A password (also known as a client secret).

Important: The server side client must be able to guarantee the security of the password. Passwords are not stored by LSEG, so a lost password cannot be reissued:  a new one must be generated in the platform administration app.

Get access

To get access to the Analytics API, you can connect to the  MyAccount portal, or visit Analytics API and Channels.