Analytics
Interest Rate Derivatives Analytics
Access institutional-grade financial data through our enterprise platform. Built for the world's leading financial institutions and trading firms.
OVERVIEW
- Instrument Pricing Analytics' Swap, Cap & Floor, and Swaption APIs allow traders, portfolio managers, and risk officers in the interest rate market to evaluate various instruments including interest rate swaps, overnight index swaps, constant maturity swaps, cross-currency swaps, caps, floors, and swaptions.
- These APIs accommodate both bullet and amortization redemption structures, providing real-time analytics like fixed rate, spread over the floating rate, fair value, duration, and implied volatilities.
DATA SPECIFICATIONS
FEATURES & CAPABILITIES
Enterprise-grade data infrastructure
The Instrument Pricing Analytics' Swap, Cap & Floor, and Swaption APIs provide traders, portfolio managers, and risk officers in the rates market with the tools to evaluate interest rate swaps, overnight index swaps, constant maturity swaps, cross-currency swaps, caps, floors, and swaptions.
These APIs handle both bullet and amortization redemption profiles, offering on-demand analytics including fixed rate, spread over the floating rate, fair value, duration, and implied volatilities.
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Data Solution Demo
Connect with our data specialists to explore how our institutional-grade financial data solutions can address your specific requirements.
