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

The market observed FX forward spreads cannot be used to value FX products directly. Instead, one needs to construct FX yield curves by bootstrapping FX forward spreads along with interest rate curves. The derived FX yield curves are essential for pricing FX instruments - forecasting FX rates and discounting currency payoffs. FinPricing provides FX yield curves in 36 currencies.

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背景与挑战

背景概述

该数据集用于通过自举外汇远期利差和利率曲线构建FX收益率曲线，以支持外汇产品的定价、汇率预测和货币支付折现。它覆盖114个国家，包括美国、英国、加拿大和南非，并由FinPricing提供36种货币的FX收益率曲线。