FinPricing LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa) product image in hero

FinPricing LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa)

FinPricing
No reviews yetBadge iconVerified Data Provider
#
maturity
1 xxxxxxxxxx
2 Xxxxxxxxx
3 xxxxxx
4 xxxxxxxxxx
5 Xxxxx
6 Xxxxxx
7 Xxxxxxxxxx
8 Xxxxxx
9 Xxxxxxxxx
10 Xxxxxxxxxx
... xxxxxxxxx
Request Data Sample
Volume
1.8M
records
Data Quality
100%
accurate
Avail. Format
.json
File
Coverage
112
Countries
History
5
years

Data Dictionary

Product Attributes
Attribute Type Example Mapping
maturity
10 years

Description

Provide benchmark LIBOR yield curves for discounting and forecasting, including discount curves and index forecast curves.
Yield curves (zero rate curves) are bootstrapped from swap rate curves, including discount curves (LIBOR discount curves and OIS discount curves) and forecast curves (1 day, 1 month, 3 month, 6 month, 12 month index curves). Yield curves are essential for valuation and risk management. There are a total of 121 different yield curves in 34 currencies.

Country Coverage

Africa (1)
South Africa
Asia (13)
China
Hong Kong
India
Indonesia
Israel
Japan
Korea (Republic of)
Malaysia
Philippines
Singapore
Taiwan
Thailand
Turkey
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 (3)
Canada
Mexico
United States of America
Oceania (2)
Australia
New Zealand
South America (42)
Anguilla
Antigua and Barbuda
Argentina
Aruba
Bahamas
Barbados
Bolivia (Plurinational State of)
Bonaire, Sint Eustatius and Saba
Brazil
Cayman Islands
Chile
Colombia
Cuba
Curaçao
Dominica
Dominican Republic
Ecuador
Falkland Islands (Malvinas)
French Guiana
Grenada
Guadeloupe
Guyana
Haiti
Jamaica
Martinique
Montserrat
Paraguay
Peru
Puerto Rico
Saint Barthélemy
Saint Kitts and Nevis
Saint Lucia
Saint Martin (French part)
Saint Vincent and the Grenadines
Sint Maarten (Dutch part)
Suriname
Trinidad and Tobago
Turks and Caicos Islands
Uruguay
Venezuela (Bolivarian Republic of)
Virgin Islands (British)
Virgin Islands (U.S.)

History

5 years of historical data

Volume

1.8 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%
accurate

Delivery

Methods
Streaming API
Frequency
daily
Format
.json

Use Cases

Trading
Risk Management
Portfolio Valuation
Asset Management
Investment Banking

Categories

Related Products

85 countries covered
15 years of historical data
EDI Bond Pricing Data can be used by professionals in portfolio revaluation, investment research, compliance and all back-office operations. Data can be prov...
150M records
98% Accuracy
USA covered
Drive informed decisions and stay ahead in the market with accurate, up-to-date mortgage and property data tailored to meet your unique business needs.
420 pricing sources
240 countries covered
7 years of historical data
- End-of-day bond pricing data (420 trading floors) - Calculated metrics (yields, duration, spreads, ACI, etc.) - OTC data - Delayed market data - Histor...
9.2M records
100% market quotes
150 countries covered
Provide swap rate curves, basis curves, OIS curves, and yield curves in 34 currencies and more than 60 countries, including deposit rates, interest rate futu...

Frequently asked questions

What is FinPricing LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa)?

Provide benchmark LIBOR yield curves for discounting and forecasting, including discount curves and index forecast curves.

What is FinPricing LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa) used for?

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

Who can use FinPricing LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa)?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Fixed Income Pricing 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 LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa) go?

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

Which countries does FinPricing LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa) cover?

This product includes data covering 112 countries like USA, China, Japan, Germany, and India. FinPricing is headquartered in Canada.

How much does FinPricing LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa) cost?

Pricing information for FinPricing LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa) 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 LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa)?

Businesses can buy Fixed Income Pricing 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 LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa)?

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

What are similar products to FinPricing LIBOR Yield Curve, Zero Rate Curve Data (114 Countries inc. USA, UK, Canada, South Africa)?

This product has 3 related products. These alternatives include EDI Global End of Day/Closing Bond Pricing Data Debt Instruments, Fixed Income Worldwide Exchanges History/Time Series avail., CrawlBee Mortgage Data Homeownership Data Financial Services Lender Data, and Cbonds: Fixed Income Pricing Data API - Global Coverage, 420 pricing sources. You can compare the best Fixed Income Pricing 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