[SAMPLE] EDI Swaption Volatility Data | Credit Default Swaps (CDS) Data | Interest Rate ...
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https://marketplace.databricks.com/details/b50ca168-6064-47f9-8002-bafefbee605f/Exchange-Data-International_SAMPLE-EDI-Swaption-Volatility-Data-Credit-Default-Swaps-(CDS)-Data-Interest-Rate-
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资源简介：
The Swaption Volatility Data Service supplies daily normalized volatility cubes for interest rate swaptions, including skew, across many popular global currencies.
Volatilities are expressed in basis points and correspond to
standardized cube nodes, including:
- At-the-Money (ATM) strikes, and out-of-the-money strikes specified as positive and negative offsets of the ATM forward rate in 25, 50, 100, 150 and 200 basis point increments
- Standard option tenors, typically from 1 month to 30 years
- Standard swap tenors, typically from 1 year to 30 years
提供机构：
Exchange Data International
