Product Image

Swap Rate Curve, Basis Curve, OIS Curve Data

A dataset by FinPricing
Pricing available upon request Get a Quote
maturity SampleHead SampleHead SampleHead
1 10 years Value Value Value
2 10 years Value Value Value
Request Data Sample
Product Image
Swap Rate Curve, Basis Curve, OIS Curve Data

Volume

9.2 million records

Use Cases

Risk Management
Portfolio Valuation
Asset Management
Pricing Analytics
Investment Banking

Geography

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, Province of China
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.)

Categories

Data Attributes

Attribute Example Description
maturity 10 years the maturity of swap

History

5 years of history data

Product Description

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.

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Pricing

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

Quality

Self-reported by the provider
market quotes

Delivery

Methods
S3 Bucket
SFTP
Email
UI Export
REST API
SOAP API
Streaming API
Feed API
Frequency
secondly
minutely
hourly
daily
weekly
monthly
quarterly
yearly
real-time
on-demand
Format
.bin
.json
.xml
.csv
.xls
.sql
.txt

Related Products

LIBOR Yield Curve, Zero Rate Curve Data

by FinPricing
Provide benchmark LIBOR yield curves for discounting and forecasting, including discount curves and index forecast curves.
Volume1.8M records
Quality100% accurate
Country
USA
China
Japan
+ 109 others
History5 years of history data
Use CaseInvestment Banking, Asset Management + 3 more
Available Pricing:
Yearly license
Get Sample View Product

Treasury Yield Curve, Zero Rate Curve Data Feed API

by FinPricing
Treasury yield curve or treasury zero coupon yield curve is the term structures of treasury yields-to-maturity. The yield is also called the zero coupon rate or the implied forward rate.
Volume200K records
Quality100% match market quotes
Country
USA
Japan
Germany
+ 53 others
History5 years of history data
Use CaseAsset Management, Wealth Management + 3 more
Available Pricing:
Yearly license
Get Sample View Product

Cross Currency Basis Curve Data

by FinPricing
Cross currency basis is an important element of currency management. To price a cross-currency product, the cross-currency basis spread has to be taken into account by adjusting either discounting ...
Volume100K records
Quality100% market quotes
Country
USA
Japan
Germany
+ 56 others
Use CaseRisk Management, Wealth Management + 3 more
Pricing available upon request
Get Sample View Product

NCFX Forward FX Reference Rates

by New Change FX
Live Forward FX Benchmark for circa 10,000 currency pairs and tenors including NDF prices. Update frequency up to 1 second. Additional bespoke Forward Interpolation tool.
Volume86.4K updates per day per ccy pair
Quality100% Market rates
Country
USA
Germany
United Kingdom
+ 195 others
History3 years of history data
Use CaseTrading, Risk Management + 3 more
Starts at
£2,000 / month
Free sample available
Get Sample View Product

SIFMA Municipal Swap Index Curve Data

by FinPricing
SIFMA (Securities Industry and Financial Markets Association) is a trading organization in US. The SIFMA Municipal Swap Index, formerly the Bond Market Association Index, is a market index composed...
Volume100K records
Quality100% market quotes
Country
USA
History5 years of history data
Use CaseFinancial Services, Investment Banking + 3 more
Pricing available upon request
Get Sample View Product

What are you looking for?

FinPricing

Innovation, Excellence, Simplicity

>5 years Historical

> 60 years Curve tenors

>45 Interest rate coverage

>100 Forex volatility surfaces