Curve and Implied Volatility

Market data are information and data collected in financial markets, which help market participants to understand market behaviors, historical trends and risk. Financial market becomes more complex: volatile market, sophisticated product, and increasing regulation. Traders rely on market data and valuation tools to compute fair value and risk in order to be successful in this challenge landscape.

Financial market becomes more complex: volatile market, sophisticated product, and increasing regulation. Traders rely on market data and valuation tools to compute fair value and risk in order to be successful in this challenge landscape.

Market data analytics is an area that uses algorithm, model, scientific approach to process, organize, and study financial market data. It provides insight into what happened and is happening in financial market, and also helps market participants to understand market behaviors, historical trends and risk.

The market data service and data analytics support the front, middle, and back office operations of our clients around the world. With the ready-to-use market data, our users can maximize automation and minimize manual work in their daily operations. Many trading, risk managing, and analytic tasks have been shifted away from manual and routine work toward automatable job.

Yield Curve Introduction

• Yield Curve
• Github Yield Curve

Zero Rate Curve Construction

• Zero Rate Curve Construction
• Github Zero Curve

Basis Curve Introduction

• Basis Curve
• Github Basis Curve

OIS Curve Introduction

• OIS Curve
• Github OIS Curve

Fx Vol Introduction

• Fx Vol
• Github Fx Vol

Swaption Vol Introduction

• Swaption Vol
• Github Swaption Vol

Cap Vol Introduction

• Cap Vol
• Github Cap Vol

FX Forward Spreads Introduction

• FX Forward Spreads
• Github FX Curve

Forward CPI Curve Introduction

• Forward CPI Curve
• Github CPI Curve

Inflation Linked Bond Curve Introduction

• Inflation Linked Bond Curve
• Github Inflation Bond Curve

Treasury Benchmark Curve Introduction

• Treasury Benchmark Curve
• Github Treasury Curve

Treasury Yield Curve Introduction

• Treasury Yield Curve
• Github Treasury Yield Curve

SIFMA swap index Curve Introduction

• SIFMA swap index Curve
• Github SIFMA swap index Curve

Cross Currency Basis Curve Introduction

• Cross Currency Basis Curve
• Github Cross Currency Basis Curve

Precious Metal Implied Volatility Introduction

• Precious Metal Implied Volatility
• Github Precious Metal Implied Volatility

Credit Spread Curve Introduction

• Credit Spread Curve
• Github Credit Spread Curve

Implied Volatility Calculator

• osf implied vol
• Zenodo implied vol