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

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.

搜集汇总

背景与挑战

背景概述

该数据集提供由互换利率曲线推导出的收益率曲线和零利率曲线，包括贴现曲线和多种期限的预测曲线，适用于金融估值和风险管理。它覆盖121种不同收益率曲线，涉及34种货币。