1. Home
  2. Data Catalogue
  3. Analytics
  4. Pricing Analytics
  5. Zero Coupon Curves

Analytics

Zero Coupon Curves

Request details
Request details
  1. Overview
  2. Features & benefits
  3. How it works

An overview of Zero Coupon Curves 

The zero coupon curve APIs of Instrument Pricing Analytics enables traders, portfolio managers, and risk officers to build and customize zero coupon curves using a multi-curve framework that supports a wide range of instruments: deposits, FRAs, futures, interest rate swaps, basis swaps, cross-currency basis swaps.

The zero curves built can be used to estimate forward rates for a wide range of indices such as LIBOR, OIS (Fed Funds, EONIA....) and the new risk free rate (SOFR, SONIA, €STER....).

Key facts 

  • Data format
    CSV
    JSON
    Python
    User Interface
    XML
  • Delivery mechanism
    API
    Desktop
    Excel
  • Publishing frequency
    On Demand

Features & Benefits

What you get with Zero Coupon Curves 

  • Large sets of analytical output for your consumption.
  • Pricing models are pre-configured with Refinitiv 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

The Refinitiv Data Platform delivers a single, consistent data experience to access, distribute and build with Refinitiv and third party data. With cloud-enabled platform capabilities and flexible distribution options, the Refinitiv Data Platform enables faster deployment of applications, greater scale with workflow-critical analytics and a reimagined approach to technology innovation, data distribution and management
Data Formats:
JSON
Delivery Mechanisms:
API
Publishing Frequencies:
On Demand

Eikon

Refinitiv Eikon delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
Data Formats:
CSV
XML
JSON
User Interface
Python
Delivery Mechanisms:
API
Desktop
Excel
Publishing Frequencies:
On Demand

Workspace

Refinitiv Workspace delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
Data Formats:
CSV
XML
JSON
User Interface
Python
Delivery Mechanisms:
API
Desktop
Excel
Publishing Frequencies:
On Demand

DETAILED DATA SUPPORT

Request details  

By submitting your details, you are agreeing to receive communications about Refinitiv resources, events, products, or services. 

By submitting this form you are acknowledging that you have read and agree to our privacy statement.

Call your local sales team

Americas
All countries (toll free): +1 800 427 7570
Brazil: +55 11 47009629
Argentina: +54 11 53546700
Chile: +56 2 24838932
Mexico: +52 55 80005740
Colombia: +57 1 4419404

Europe, Middle East, Africa
Europe: +442045302020
Africa: +27 11 775 3188
Russia and CIS: +7 495 775 1200
Middle East & North Africa: 800035704182

Asia Pacific (Sub-Regional)
Australia & Pacific Islands:
+612 8066 2494 
China mainland: +86 10 6627 1095
Hong Kong & Macau: +852 3077 5499
India, Bangladesh, Nepal, Maldives & Sri Lanka:
+91 22 6180 7525
Indonesia: +622150960350
Japan: +813 6743 6515
Korea: +822 3478 4303
Malaysia & Brunei: +603 7 724 0502
New Zealand: +64 9913 6203
Philippines: 180 089 094 050 (Globe) or
180 014 410 639 (PLDT)
Singapore and all non-listed ASEAN Countries:
+65 6415 5484
Taiwan: +886 2 7734 4677
Thailand & Laos: +662 844 9576

 

Help & Support

Already a customer?

Get help through MyRefinitiv

Office locations

Contact Refinitiv near you    

Find your nearest Refinitiv office

We're here for you

Have questions? We're here to help. Talk to a real person and get the answers that matter most.

Need help?

We want our products to provide you optimum efficiency. Find technical support, product updates, training sessions and more.

Get support

Get in touch

For any questions regarding our solutions and services, our customer service representatives are here to help.

Contact us

Product logins

Already a Refinitiv customer? Find your product login.

Product logins