EDI Swaption Volatility Data | Credit Default Swaps (CDS) Data | Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management product image in hero

EDI Swaption Volatility Data | Credit Default Swaps (CDS) Data | Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management

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SPOTDATE
NVOL
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Avail. Formats
.csv and .txt
File
Coverage
41
Countries

Data Dictionary

[Sample] Swaption Vola Sample.csv
Attribute Type Example Mapping
String ***_#*_##*_** MAID
SPOTDATE
String 4/22/2021
NVOL
Float 35.08
Product Attributes
Attribute Type Example Mapping
Unique Identifier
USD_2Y_10Y_N100
SPOTDDATE
5/31/2017
Currency
USD
OptionTenor
2Y
SwapTenor
10 Y
Strike
N100

Description

Swaption Volatility Data Service provides clients with a daily source of independent interest rate volatility data for valuations, portfolio analytics and risk management calculations.
The Swaption Volatility Data Service supplies daily normalized volatility cubes for interest rate swaptions, including skew, across many popular global currencies. Volatilities are expressed in basis points and correspond to standardized cube nodes, including: - At-the-Money (ATM) strikes, and out-of-the-money strikes specified as positive and negative offsets of the ATM forward rate in 25, 50, 100, 150 and 200 basis point increments - Standard option tenors, typically from 1 month to 30 years - Standard swap tenors, typically from 1 year to 30 years

Country Coverage

Asia (9)
China
Hong Kong
Korea (Republic of)
Malaysia
Saudi Arabia
Singapore
Taiwan
Thailand
United Arab Emirates
Europe (30)
Austria
Belgium
Croatia
Czech Republic
Denmark
Estonia
Finland
France
Germany
Gibraltar
Greece
Ireland
Isle of Man
Italy
Latvia
Liechtenstein
Lithuania
Luxembourg
Malta
Netherlands
Norway
Poland
Portugal
Russian Federation
Slovakia
Slovenia
Spain
Sweden
Switzerland
United Kingdom
North America (1)
United States of America
Oceania (1)
Australia

Pricing

Free sample available
License Starts at
One-off purchase
$5,000 / purchase
Monthly License Not available
Yearly License
$5,000 / year
Usage-based
$5,000

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Delivery

Methods
SFTP
Frequency
daily
on-demand
Format
.csv
.txt

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Frequently asked questions

What is EDI Swaption Volatility Data Credit Default Swaps (CDS) Data Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management?

Swaption Volatility Data Service provides clients with a daily source of independent interest rate volatility data for valuations, portfolio analytics and risk management calculations.

Who can use EDI Swaption Volatility Data Credit Default Swaps (CDS) Data Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Credit Default Swap (CDS) Data. Get in touch with Exchange Data International to see what their data can do for your business and find out which integrations they provide.

Which countries does EDI Swaption Volatility Data Credit Default Swaps (CDS) Data Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management cover?

This product includes data covering 41 countries like USA, China, Germany, United Kingdom, and France. Exchange Data International is headquartered in United Kingdom.

How much does EDI Swaption Volatility Data Credit Default Swaps (CDS) Data Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management cost?

Pricing for EDI Swaption Volatility Data Credit Default Swaps (CDS) Data Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management starts at USD5,000 per purchase. Connect with Exchange Data International to get a quote and arrange custom pricing models based on your data requirements.

How can I get EDI Swaption Volatility Data Credit Default Swaps (CDS) Data Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management?

Businesses can buy Credit Default Swap (CDS) Data from Exchange Data International and get the data via SFTP. Depending on your data requirements and subscription budget, Exchange Data International can deliver this product in .csv and .txt format.

What is the data quality of EDI Swaption Volatility Data Credit Default Swaps (CDS) Data Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management?

You can compare and assess the data quality of Exchange Data International using Datarade’s data marketplace.

What are similar products to EDI Swaption Volatility Data Credit Default Swaps (CDS) Data Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management?

This product has 3 related products. These alternatives include EDI Credit Default Swap (CDS) Data Global Coverage 2000+ Reference Entities Bond Credit Rating Fixed Income Data 10 years historic data, CrawlBee Mortgage Data Homeownership Data Financial Services Lender Data, and OptionMetrics IvyDB Europe - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2002. You can compare the best Credit Default Swap (CDS) Data providers and products via Datarade’s data marketplace and get the right data for your use case.

Starts at
$5,000 / purchase
License Starts at
One-off purchase
$5,000 / purchase
Monthly License Not available
Yearly License
$5,000 / year
Usage-based
$5,000

Exchange Data International

Doing Data Differently

Verified provider icon Verified Provider
3h Avg. response time
100% Response rate