FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global) product image in hero

FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global)

FinPricing
No reviews yetBadge iconVerified Data Provider
#
maturity
1 xxxxxxxxxx
2 Xxxxxxxxx
3 xxxxxx
4 xxxxxxxxxx
5 Xxxxx
6 Xxxxxx
7 Xxxxxxxxxx
8 Xxxxxx
9 Xxxxxxxxx
10 Xxxxxxxxxx
... xxxxxxxxx
Request Data Sample
Volume
9.2M
records
Data Quality
100%
market quotes
Avail. Format
.json
File
Coverage
150
Countries
History
5
years

Data Dictionary

Product Attributes
Attribute Type Example Mapping
maturity
10 years

Description

Provide swap rate curves, basis curves, OIS curves, and yield curves in 34 currencies and more than 60 countries, including deposit rates, interest rate futures, swap rates, basis spreads, etc.
FinPricing's interest rate curves consists of two categories: market observed swap rate curves and derived yield curves. The swap rate curves contain swap rate curves, basis curves, and OIS curves. The constituents are deposit rates, futures, swap rates, and basis spreads. There are a total of 92 different curves in 34 currencies.

Country Coverage

Africa (1)
South Africa
Asia (51)
Afghanistan
Armenia
Azerbaijan
Bahrain
Bangladesh
Bhutan
Brunei Darussalam
Cambodia
China
Cyprus
Georgia
Hong Kong
India
Indonesia
Iran (Islamic Republic of)
Iraq
Israel
Japan
Jordan
Kazakhstan
Korea (Democratic People's Republic of)
Korea (Republic of)
Kuwait
Kyrgyzstan
Lao People's Democratic Republic
Lebanon
Macao
Malaysia
Maldives
Mongolia
Myanmar
Nepal
Oman
Pakistan
Palestine, State of
Philippines
Qatar
Saudi Arabia
Singapore
Sri Lanka
Syrian Arab Republic
Taiwan
Tajikistan
Thailand
Timor-Leste
Turkey
Turkmenistan
United Arab Emirates
Uzbekistan
Vietnam
Yemen
Europe (51)
Albania
Andorra
Austria
Belarus
Belgium
Bosnia and Herzegovina
Bulgaria
Croatia
Czech Republic
Denmark
Estonia
Faroe Islands
Finland
France
Germany
Gibraltar
Greece
Guernsey
Holy See
Hungary
Iceland
Ireland
Isle of Man
Italy
Jersey
Latvia
Liechtenstein
Lithuania
Luxembourg
Macedonia (the former Yugoslav Republic of)
Malta
Moldova (Republic of)
Monaco
Montenegro
Netherlands
Norway
Poland
Portugal
Romania
Russian Federation
San Marino
Serbia
Slovakia
Slovenia
Spain
Svalbard and Jan Mayen
Sweden
Switzerland
Ukraine
United Kingdom
Åland Islands
North America (3)
Canada
Mexico
United States of America
Oceania (2)
Australia
New Zealand
South America (42)
Anguilla
Antigua and Barbuda
Argentina
Aruba
Bahamas
Barbados
Bolivia (Plurinational State of)
Bonaire, Sint Eustatius and Saba
Brazil
Cayman Islands
Chile
Colombia
Cuba
Curaçao
Dominica
Dominican Republic
Ecuador
Falkland Islands (Malvinas)
French Guiana
Grenada
Guadeloupe
Guyana
Haiti
Jamaica
Martinique
Montserrat
Paraguay
Peru
Puerto Rico
Saint Barthélemy
Saint Kitts and Nevis
Saint Lucia
Saint Martin (French part)
Saint Vincent and the Grenadines
Sint Maarten (Dutch part)
Suriname
Trinidad and Tobago
Turks and Caicos Islands
Uruguay
Venezuela (Bolivarian Republic of)
Virgin Islands (British)
Virgin Islands (U.S.)

History

5 years of historical data

Volume

9.2 million records

Pricing

Free sample available
License Starts at
One-off purchase Not available
Monthly License Not available
Yearly License Available
Usage-based Not available

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Quality

Self-reported by the provider
100%
market quotes

Delivery

Methods
Streaming API
Frequency
daily
Format
.json

Use Cases

Risk Management
Portfolio Valuation
Asset Management
Pricing Analytics
Investment Banking

Categories

Related Products

41 countries covered
Swaption Volatility Data Service provides clients with a daily source of independent interest rate volatility data for valuations, portfolio analytics and ri...
150M records
98% Accuracy
USA covered
Drive informed decisions and stay ahead in the market with accurate, up-to-date mortgage and property data tailored to meet your unique business needs.
420 pricing sources
240 countries covered
7 years of historical data
- End-of-day bond pricing data (420 trading floors) - Calculated metrics (yields, duration, spreads, ACI, etc.) - OTC data - Delayed market data - Histor...
260K Options Contracts
70% Coverage on Exchanges
249 countries covered
Kaiko’s cryptocurrency Market Data for derivatives enables powerful analysis and risk management for speculative or hedging trading strategies.

Frequently asked questions

What is FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global)?

Provide swap rate curves, basis curves, OIS curves, and yield curves in 34 currencies and more than 60 countries, including deposit rates, interest rate futures, swap rates, basis spreads, etc.

What is FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global) used for?

This product has 5 key use cases. FinPricing recommends using the data for Risk Management, Portfolio Valuation, Asset Management, Pricing Analytics, and Investment Banking. Global businesses and organizations buy Fixed Income Pricing Data from FinPricing to fuel their analytics and enrichment.

Who can use FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global)?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Fixed Income Pricing Data. Get in touch with FinPricing to see what their data can do for your business and find out which integrations they provide.

How far back does the data in FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global) go?

This product has 5 years of historical coverage. It can be delivered on a daily basis.

Which countries does FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global) cover?

This product includes data covering 150 countries like USA, China, Japan, Germany, and India. FinPricing is headquartered in Canada.

How much does FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global) cost?

Pricing information for FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global) is available by getting in contact with FinPricing. Connect with FinPricing to get a quote and arrange custom pricing models based on your data requirements.

How can I get FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global)?

Businesses can buy Fixed Income Pricing Data from FinPricing and get the data via Streaming API. Depending on your data requirements and subscription budget, FinPricing can deliver this product in .json format.

What is the data quality of FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global)?

FinPricing has reported that this product has the following quality and accuracy assurances: 100% market quotes. You can compare and assess the data quality of FinPricing using Datarade’s data marketplace.

What are similar products to FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global)?

This product has 3 related products. These alternatives include EDI Swaption Volatility Data Credit Default Swaps (CDS) Data Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management, CrawlBee Mortgage Data Homeownership Data Financial Services Lender Data, and Cbonds: Fixed Income Pricing Data API - Global Coverage, 420 pricing sources. You can compare the best Fixed Income Pricing Data providers and products via Datarade’s data marketplace and get the right data for your use case.

Pricing available upon request
License Starts at
One-off purchase Not available
Monthly License Not available
Yearly License Available
Usage-based Not available