Reference Rates

# Overview

This dataset offers high-quality reference rates in Swiss Francs (CHF). It covers maturities ranging from 12 months to 30 years, providing valuable insights for financial institutions, analysts, and businesses requiring precise, time-series financial data. This dataset is offered as a limited trial for October-December 2024, with paid access to extended data and end-of-day rates for comprehensive financial insights. This data can be utilized for benchmarking, financial modeling, risk assessment, and other critical decision-making processes.

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**Sample Tables and Schemas:** Our dataset is structured to ensure clarity and ease of use. Below is an example of the schema and sample fields:**Schema:**

- Date (DATE): The date of the reference rate.
- Currency (VARCHAR): The currency of the rate (always CHF).
- CurveType (VARCHAR): The type of curve (always IRS for Interest Rate Swap).
- RateType (VARCHAR): The type of rate (always ARR for Alternative Reference Rate),
- Rates (DECIMAL): The interest rate for each tenor (12M - 30Y).

**Sample Fields:**

2024-10-01, CHF, IRS, ARR, 0.555, 0.462, 0.43, 0.433, 0.452, 0.475, 0.503, 0.532, 0.557, 0.578, 0.641, 0.651, 0.604

2024-10-02, CHF, IRS, ARR, 0.545, 0.445, 0.409, 0.409, 0.426, 0.452, 0.479, 0.506, 0.531, 0.553, 0.617, 0.627, 0.579

2024-10-03, CHF, IRS, ARR, 0.544, 0.459, 0.428, 0.432, 0.453, 0.484, 0.513, 0.54, 0.566, 0.587, 0.655, 0.662, 0.611

2024-10-04, CHF, IRS, ARR, 0.52, 0.44, 0.416, 0.422, 0.448, 0.476, 0.506, 0.535, 0.561, 0.584, 0.649, 0.66, 0.61

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搜集汇总

背景与挑战

背景概述

该数据集提供瑞士法郎(CHF)的参考利率数据，期限覆盖12个月至30年，适用于金融建模、基准测试等场景。数据以结构化表格呈现，包含日期、货币、曲线类型等关键字段，2024年10-12月期间提供有限试用。