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
