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Analytics

Zero Coupon Curves

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  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
    HTML
    Java Script Object Notation (JSON)
  • Delivery mechanism
    API
    Desktop
  • 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:
Java Script Object Notation (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:
HTML
Delivery Mechanisms:
Desktop
Publishing Frequencies:
On Demand

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