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- Zero Coupon Curves
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
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Data formatHTMLJava Script Object Notation (JSON)
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Delivery mechanismAPIDesktop
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Publishing frequencyOn 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
- Data Formats:
- Java Script Object Notation (JSON)
- Delivery Mechanisms:
- API
- Publishing Frequencies:
- On Demand
Eikon
- Data Formats:
- HTML
- Delivery Mechanisms:
- Desktop
- Publishing Frequencies:
- On Demand
Request details
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