FinPricing

Provide swap rate curves, basis curves, OIS curves, and yield curves in 34 currencies and more than 60 countries, including deposit rates...

A swaption volatility cube is a volatility term structure for given swaption term volatilities. This means that a point on a volatility c...

An FX forward rate is quoted as FX forward spread, the number of basis points (called DP in FX convention), against the current FX spot r...

Provide fine granular FX implied volatility surfaces. A volatility surface is derived from quoted volatilities that provides a way to int...

Precious metals are trading commodities. But a precious metal quote is very similar to a Forex quote. The quote is represented in the sam...

Credit spread is the credit funding cost for a firm. For many products, credit spread is the major risk driver. Credit spread impacts dis...

Treasury curve or treasury benchmark curve consists of the most actively traded treasury bills and treasury bonds at different maturities...

Treasury yield curve or treasury zero coupon yield curve is the term structures of treasury yields-to-maturity. The yield is also called ...

SIFMA (Securities Industry and Financial Markets Association) is a trading organization in US. The SIFMA Municipal Swap Index, formerly t...

Cross currency basis is an important element of currency management. To price a cross-currency product, the cross-currency basis spread h...

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

Forex yield curves are derived or implied FX curves that can be used to price FX products directly.

Inflation curve or inflation forward curve or Consumer Price Index (CPI) curve is the term structures of CPI rates at different maturitie...

Inflation linked bond curve is the term structures of the most liquid inflation bond prices at some maturities.

The FSB recommends to replace IBOR with alternative risk-free reference rates (RFRs). The overnight RFR is encouraged across the markets ...