Liquidity Fixed Income

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This document is about the fixed income calculation methodology used by Funds-Axis.

It provides an overview of the factors considered in the calculation, such as instrument ratings, share class, days to maturity, and issue date. The document also explains the weightings applied to each factor and the default calibrations used. It mentions that the approach of spreading liquidity over three time buckets is used to account for the time it takes to trade difficult-to-trade bonds. The document includes appendices with relevant data fields, calculations, examples, and data transparency.