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利率互换曲线数据库

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知名数据库2026-06-26 收录
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利率互换曲线数据库是中国外汇交易中心暨全国银行间同业拆借中心发布的金融数据平台,提供Shibor3M、FR007等基准利率的互换定盘、行情和收盘曲线数据。数据库包含不同标准期限(6M至10Y)的报买、均值和报卖利率,每日16:30更新,为市场参与者提供利率互换交易的参考基准。数据主要用于金融机构进行利率风险管理、产品定价和交易决策。

The Interest Rate Swap Curve Database is a financial data platform released by the China Foreign Exchange Trade System & National Interbank Funding Center. It provides swap fixing quotes, market quotes and closing curve data for benchmark interest rates including 3-month Shanghai Interbank Offered Rate (Shibor3M) and 7-day RMB interbank pledged repo rate (FR007). The database contains bid rates, mid rates and offer rates across various standard tenors ranging from 6 months to 10 years, and is updated daily at 16:30, serving as a reference benchmark for market participants engaging in interest rate swap trading. The data is primarily used by financial institutions for interest rate risk management, product pricing and trading decision-making.

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