Yield Curve Data
A dataset by FinPricing
Pricing available upon request
Get a Quote
| maturity | SampleHead | SampleHead | SampleHead | |
|---|---|---|---|---|
| 1 | 10 years | Value | Value | Value |
| 2 | 10 years | Value | Value | Value |
Volume
| 1.8 million | records |
Use Cases
Geography
Africa
(1)
South Africa
Asia
(13)
China
Hong Kong
India
Indonesia
Israel
Japan
Korea (Republic of)
Malaysia
Philippines
Singapore
Taiwan, Province of China
Thailand
Turkey
Europe
(51)
Åland Islands
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
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.)
Categories
Data Attributes
| Attribute | Example | Description |
|---|---|---|
| maturity | 10 years | The maturity of rate |
History
5 years of past data available
Product Description
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.
Suitable Company Sizes
Small Business
Medium-sized Business
Enterprise
Pricing
| License | Starts at |
|---|---|
| One-off purchase | Not available |
| Monthly license | Not available |
| Yearly license | Available |
| Usage-based | Not available |
| Revenue share | Not available |
Quality
Self-reported by the provider
Delivery
Methods
S3 Bucket
SFTP
Email
UI Export
REST API
SOAP API
Streaming API
Feed API
Frequency
secondly
minutely
hourly
daily
weekly
monthly
quarterly
yearly
real-time
on-demand
Format
.bin
.json
.xml
.csv
.xls
.sql
.txt
Related Products
Swap Rate Curve, Basis Curve, OIS Curve Data
by FinPricing
Provide swap rate curves, basis curves, OIS curves, and yield curves in 34 currencies and more than 60 countries, including deposit rates, interest rate futures, swap rates, basis spreads, etc.
| Volume | 9.2M records |
|---|---|
| Quality | 100% market quotes |
| Country | USA China Japan + 147 others |
| History | 5 years of past data available |
| Use Case | Risk Management, Portfolio Valuation + 3 more |
Inflation Curve Data Feed API
by FinPricing
Inflation curve or inflation forward curve or Consumer Price Index (CPI) curve is the term structures of CPI rates at different maturities. Inflation curves are used to price inflation securities a...
| Volume | 5M records |
|---|---|
| Quality | 100% match market quotes |
| Country | USA United Kingdom Canada + 2 others |
| History | 5 years of past data available |
| Use Case | Risk Management, Quantitative Investing + 3 more |
Treasury Benchmark Curve Data Feed API
by FinPricing
Treasury curve or treasury benchmark curve consists of the most actively traded treasury bills and treasury bonds at different maturities. Treasury yield curve is derived from treasury bench curve.
| Volume | 1M record |
|---|---|
| Quality | 100% market quotes |
| Country | USA United Kingdom Canada + 2 others |
| History | 5 years of past data available |
| Use Case | Portfolio Valuation, Portfolio Analysis + 3 more |
Global End-of-Day Pricing Data
by Exchange Data International
Pricing information for listed securities on exchanges worldwide. Comprehensive coverage of equities, bonds, derivatives, indices and warrants.
| History | 10 years of past data available |
|---|---|
| Use Case | Asset Management, equity valuations + 2 more |
Historical Global End-of-Day Pricing Data
by Exchange Data International
Historical pricing information for listed securities on exchanges worldwide. Comprehensive coverage of equities, bonds, derivatives, indices and warrants.
| History | 13 years of past data available |
|---|---|
| Use Case | Investing, Asset Management + 3 more |
FinPricing
Innovation, Excellence, Simplicity
>5 years Historical
> 60 years Curve tenors
>45 Interest rate coverage
>100 Forex volatility surfaces