OTC-Data Swap Curves

The Swap Curve Data Service provides clients with a daily source of independent zero-coupon, swap-implied yield curves for valuations, portfolio analytics and risk management calculations.

Data Fit

Based on

Derivatives Data

OTC Data

Fixed Income Data

Overview

Product Type
Service
Pricing Models
One-off purchase, Monthly subscription, Yearly subscription, Usage Based

Geo Coverage

Covered Continents

Africa, Antartica, Asia, Europe, North America, South America, Oceania

Details

The Swap Curve Data Service supplies daily yield curves for a wide range of global
currency. Results are expressed as both a zero-coupon yield and the associated
discount factor.

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Monthly subscription

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Availability

One-off purchase

Monthly subscription

Yearly subscription

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Global geo coverage

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Pricing information for listed securities on exchanges worldwide. Comprehensive coverage of equities, bonds, derivatives, indices and warrants.

Availability

One-off purchase

Monthly subscription

Yearly subscription

Usage Based

Features

Based on Bond Pricing Data

Global geo coverage

10 years of past data available

Fits 4 use cases