FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia product image in hero

FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia

FinPricing
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Request Data Sample
Volume
27M
records
Data Quality
100%
match market quotes
Avail. Format
.json
File
Coverage
55
Countries
History
5
years

Data Dictionary

Product Attributes
Attribute Type Example Mapping
Expirty
10 years
Tenor
20 years
Strike
100

Description

A swaption volatility cube is a volatility term structure for given swaption term volatilities. This means that a point on a volatility cube represents the volatility of some underlying market rate with associated expiry, tenor, and moneyness on the date associated with the cube point.
FinPricing provides fine granular swaption implied volatility cube data. Swaption implied volatility cube is a four dimensional plot of the implied volatility as a function of strike, swaption expiry, and underlying swap tenor. interest rate option pricing model evolves from lognormal assumption to normal assumption, resulting relative strike representation of swaption implied volatility.

Country Coverage

Asia (1)
Japan
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 (2)
Canada
United States of America
Oceania (1)
Australia

History

5 years of historical data

Volume

27 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%
match market quotes

Delivery

Methods
Streaming API
Frequency
daily
Format
.json

Use Cases

Risk Management
Asset Management
Pricing Analytics
Investment Management Investment Banking

Categories

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Frequently asked questions

What is FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia?

A swaption volatility cube is a volatility term structure for given swaption term volatilities. This means that a point on a volatility cube represents the volatility of some underlying market rate with associated expiry, tenor, and moneyness on the date associated with the cube point.

What is FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia used for?

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

Who can use FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Options Price 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 Swaption Implied Volatility Surface Data - USA, Europe, Australia go?

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

Which countries does FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia cover?

This product includes data covering 55 countries like USA, Japan, Germany, United Kingdom, and France. FinPricing is headquartered in Canada.

How much does FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia cost?

Pricing information for FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia 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 Swaption Implied Volatility Surface Data - USA, Europe, Australia?

Businesses can buy Options Price 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 Swaption Implied Volatility Surface Data - USA, Europe, Australia?

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

What are similar products to FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia?

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, OptionMetrics IvyDB US - ETF Data, Historical Option Prices and Implied Volatility Data Since 1996, and CrawlBee Mortgage Data Homeownership Data Financial Services Lender Data. You can compare the best Options Price 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