Analytics

Zero Coupon Curves

Name: Zero Coupon Curves
Creator: Refinitiv
Published: 2023-05-16T07:42:44.797
License: https://www.refinitiv.com/en/policies/terms-of-use

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Overview
Features & benefits
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

Geographical coverage

Global

History

Data format

CSV

Delimited

GZIP

JSON

Python

User Interface

XML

Zip Archive

Delivery mechanism

API

Desktop

Excel

FTP

SFTP

Data frequency

Continuous

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.

Products

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

Service Frequencies:: Real time

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

Service Frequencies:: Real time

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

Service Frequencies:: Real time

Refinitiv Datastream

Welcome to Datastream, our historical financial database with over 40 million individual instruments or indicators across all major asset classes, including 15 million economic indicators. It features 100+ years of data, across 175 countries – the information and tools you need to interpret market trends, economic cycles, and the impact of world events. Datastream is available via Datastream Advance (EOL Sept 2021) or via Eikon DFO, Eikon R&A, Refinitiv Workspace for Students, Refinitiv Workspace for Academics, Refinitiv Workspace for Wealth. It is expected to be included in many more variants of Refinitiv Workspace during 2021. Datafeed access is via Datastream Data Loader & Datastream Web Service (which includes Matlab, EViews, Python, R & codebook integration) Client desktop tools include DFO (Datastream for Office) Datastream Charting, including Chartbook Navigator - Search & Navigation tool

Data Formats:: XML; User Interface

Delivery Mechanisms:: API; Desktop; Excel

Service Frequencies:: Real-time

Refinitiv DataScope Select

Refinitiv DataScope Select is a unique platform that offers intuitive, cross-asset and timely access to all of Refinitiv reference and pricing data. Data is delivered by Refinitiv DataScope Select across the following platforms: HTTP/HTTPS, SFTP and API.

Data Formats:: CSV; XML; Zip Archive; GZIP; Delimited

Delivery Mechanisms:: FTP; API; SFTP

Service Frequencies:: Real time prices; Daily reference data changes

Refinitiv DataScope Plus

Refinitiv DataScope Plus delivers bulk end of day pricing and intraday reference and entity data that updates automatically every 15 minutes based to ensure clients’ security masters are current and accurate.

Data Formats:: XML; Zip Archive; GZIP; Delimited

Delivery Mechanisms:: FTP; SFTP

Service Frequencies:: Daily

DETAILED DATA SUPPORT

RIC Search

Discover specific data that Refinitiv makes available for each RIC (Reuters Instrument Code).

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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

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Zero Coupon Curves

An overview of Zero Coupon Curves

Key Facts

What you get with Zero Coupon Curves

Accessing the dataset

Refinitiv Data Platform

Eikon

Workspace

Refinitiv Datastream

Refinitiv DataScope Select

Refinitiv DataScope Plus

DETAILED DATA SUPPORT

Request details

Call your local sales team

Already a customer?

Contact Refinitiv near you

We're here for you

Need help?

Get in touch

Product logins