FinPricing Swaption Implied Volatility Surface Data - USA, Europe, Australia
# | Expirty |
Tenor |
Strike |
---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx |
2 | xxxxxxxxxx | Xxxxx | Xxxxxx |
3 | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx |
4 | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx |
5 | xxxxxxxxx | Xxxxxxx | xxxxxx |
6 | Xxxxx | xxxxxxxxxx | xxxxxx |
7 | Xxxxxxxxxx | xxxxxx | Xxxxx |
8 | Xxxxxx | xxxxx | xxxxxxxx |
9 | xxxxxxx | Xxxxx | Xxxxxxxx |
10 | xxxxxxxxxx | xxxxxx | Xxxxxxxxx |
... | xxxxxx | Xxxxxxxxx | Xxxxxxxxx |
Data Dictionary
Attribute | Type | Example | Mapping |
---|---|---|---|
Expirty
|
10 years | ||
Tenor
|
20 years | ||
Strike
|
100 |
Description
Country Coverage
History
Volume
27 million | records |
Pricing
License | Starts at |
---|---|
One-off purchase | Not available |
Monthly License | Not available |
Yearly License | Available |
Usage-based | Not available |
Suitable Company Sizes
Quality
Delivery
Use Cases
Categories
Related Products
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.