Interest Rate Derivatives
收藏Snowflake2026-02-06 更新2026-02-07 收录
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资源简介：
This data product provides indicative mid-market prices for Interest Rate Derivatives.
**Key Benefits**
- Analyse and quantify market risk across positions
- Enable robust curve construction and sensitivity analysis
- Identify trading, hedging and relative value opportunities
- Support pricing, valuation and P&L
- Independently validate trade pricing
- Along with a number of other front, middle and back office workflows
**Coverage**
This dataset spans global markets and key interest rate products, such as:
- Interest Rate Swaps
- Cross Currency Basis Swaps
- Single Currency Basis Swaps
- Overnight Index Swaps
- EFPs - Exchange of Futures For Physical
Full-duration curves are provided with common tenor points and specific datasets, including pricing around central bank meeting dates. Coverage spans over 20,000 unique instruments across 35 currencies.
提供机构：
TraditionData
创建时间：
2026-02-02
