I'm trying to calculate the average yield for corporate credit bonds (i.e. average AAA yields x%, average AA yields y%). What is the best way to get this info?

Question

anonymous · Answer

It should be easy to get on Moody's, S&P or Fitch websites.

anonymous · Answer

The spreads themselves are not on the ratings agencies sites. Try bondsonline.com. They will charge you $39 for a snapshot.

anonymous · Answer

I have access to Bloomberg so I imagine there is a function where I can pull it. Just not sure where it would be. Any help would be greatly appreciated - thanks!