Price and yield
One file of the LatAm Bonds by SQX data dictionary. Field list (.csv)
Price and yield
| Field | Type | Nullable | Description |
|---|---|---|---|
clean_price | decimal | never blank | SQX evaluated price without accrued interest. Unit: percent of par. |
dirty_price | decimal | never blank | SQX evaluated price with accrued interest (clean_price plus accrued_interest). Unit: percent of par. |
accrued_interest | decimal | never blank | Interest accrued since the last coupon date, per 100 of face value. Unit: percent of par. |
yield | decimal | never blank | Yield of the evaluated price to yield_date, as yield_type states. Unit: percent. |
yield_type | code | never blank | YTM (to maturity) or YTC (to a call date, when a call gives the lower yield). |
yield_date | date | never blank | The date the yield is worked to: the maturity date, or the call date for YTC. |
current_yield | decimal | blank unless the bond pays a coupon | Annual coupon divided by the clean price, in percent. Unit: percent. |