Price and yield

One file of the LatAm Bonds by SQX data dictionary. Field list (.csv)

Price and yield

FieldTypeNullableDescription
clean_pricedecimalnever blankSQX evaluated price without accrued interest. Unit: percent of par.
dirty_pricedecimalnever blankSQX evaluated price with accrued interest (clean_price plus accrued_interest). Unit: percent of par.
accrued_interestdecimalnever blankInterest accrued since the last coupon date, per 100 of face value. Unit: percent of par.
yielddecimalnever blankYield of the evaluated price to yield_date, as yield_type states. Unit: percent.
yield_typecodenever blankYTM (to maturity) or YTC (to a call date, when a call gives the lower yield).
yield_datedatenever blankThe date the yield is worked to: the maturity date, or the call date for YTC.
current_yielddecimalblank unless the bond pays a couponAnnual coupon divided by the clean price, in percent. Unit: percent.

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