I am looking for some historical data on the Corporate bond yield time series for different Credit ratings and maturities which typically S&P/Moody's offers.
Is there any possibilities to get such data available on free?
Does Bloomberg offer such data?
Thanks for your feedback.
St. Louis Fed's FRED site has data for some of the ICE BoA credit indices, e.g. https://fred.stlouisfed.org/series/BAMLH0A0HYM2EY. Might not be as granular as you want as you mentioned both ratings and maturities - I'm not aware of any free sources for that. Bloomberg has their own indices though offhand I don't know what rating/maturity combinations they cover.
