Bloomberg

• Use the GOVT or CORP yellow keys
• For yield curves, type FMCI, then hit GO

Capital IQ

Screening

• Go to Screening > Fixed Income
• See Fixed Income section on the lower right hand side to screen by a variety of criteria

Debt securities by company

• Find company securities by searching by company name in the main search bar
• Once in the profile, use the left hand side navigation to see corresponding bonds and debt securities under Fixed Income.  

Datastream

• Open Excel and select the Refinitiv tab.
• From the Refinitiv menu, select Datastream Formula. This will open the Datastream Formula Builder.
• Under Category select Bonds & Convertibles from the drop-down list. 
• Select the funnel icon (find series)  beside the Explorer window to launch Datastream Navigator.
• Use left-hand menu to select criteria such as, Market, Borrower, Issuer Type, Currency, Coupon, etc
• Select your bond by clicking on the symbol (color blue).
• When you select your bond it will automatically insert it into Series/Lists section of Datastream Formula Builder. 
• Here you can adjust Start-End expression (if applicable) and also select data types associated with the series by using the funnels.
• Select Insert to download the data into Excel. 

WRDS 

• Select CRSP for Monthly Treasury Bonds  
• Select GovPX for historical tick by tick treasury prices (1999-2012).