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.

Get access

To get access to the Analytics API, you can connect to the  MyAccount portal, our entry point to an interactive customer experience, or contact your account management team.