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.
Related Datasets
by Exchange Data International
Availability
Yearly subscription
Usage Based
Features
Based on Bond Credit Rating Data
Global geo coverage
by Exchange Data International
Availability
Monthly subscription
Yearly subscription
Usage Based
Features
Based on Derivatives Data
Global geo coverage
by Exchange Data International
Availability
One-off purchase
Monthly subscription
Yearly subscription
Usage Based
Features
Based on Derivatives Data
Global geo coverage
by Exchange Data International
Availability
One-off purchase
Monthly subscription
Yearly subscription
Usage Based
Features
Based on Currency Data
Global geo coverage
by Exchange Data International
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