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- Interest Rate Derivatives Analytics
An overview of Interest Rate Derivatives Analytics
The Swap, Cap & Floor, and Swaption APIs of Instrument Pricing Analytics enables traders, portfolio managers and risk officers in the rates market to analyze interest rate swaps, overnight index swaps, constant maturity swaps, cross-currency swaps, caps, floors, and swaptions.
They support bullet or amortization redemption profiles, and generate on-demand analytics such as fixed rate, spread over the floating rate, fair value, duration and implied volatilities.
Key Facts
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Geographical coverageGlobal
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History
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Data formatJSON
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Delivery mechanismAPI
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Data frequencyContinuous
Features & Benefits
What you get with Interest Rate Derivatives Analytics
- Large sets of analytical output for your consumption.
- Pricing models are pre-configured with our data.
- Analytics generated for you on-demand.
- In-cloud delivery.
- Control calculations with flexible API.
- Integrate easily into client internal workflows.
How it works
Accessing the dataset
This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.
Refinitiv Data Platform
- Data Formats:
- JSON
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time
DETAILED DATA SUPPORT
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