Yield Book attribution assesses the impact of multiple characteristics on returns including variations in duration, convexity, yield to maturity, and option adjusted spread. Some additional measurement options include distribution reports, return simulation, and multifactor attribution. Reporting periods can include monthly, quarterly or year-to-date time frames. Characteristics information can also be provided in a matrix format showing, for example, duration or contribution to duration by sector. Since virtually all bonds are covered – or modeled – on Yield Book, short term securities' actual durations are calculated and used in this reporting.

BondEdge is a multifactor attribution model which captures daily or monthly activity for both portfolios and benchmarks. BondEdge analyses both income and principal returns, contribution to return and instrument and portfolio characteristics.