In partnership with Securities Quote Xchange (SQX), our yield curves service supplies the precise, audit‑ready inputs you need for valuation, risk, and trading decisions.
Our Product includes global, corporate, and municipal yield curves, all of which are customised to the client’s needs.
The service provides data, including quoted bids and asks on global interest rate and basis swaps, implied zero-coupon yields and discount factors, cap/floor volatilities, and swaption volatilities.
Why choose our Yield Curves?
Extensive global coverage
- Sovereign zero‑coupon curves for more than 70 countries
- Corporate curves across seven credit buckets (AAA → CCC)
- Hourly-updated municipal curves
Full transparency
Constituent lists, bid/ask quotes, and detailed calculation notes accompany every curve.
Delivery flexibility
Daily end‑of‑day files plus optional hourly snapshots keep models synchronised with live markets.
Access zero-coupon curves from over 70 countries, covering maturities from one month to long-dated bonds. Coverage often includes key short-term maturities (1-, 3-, 6-month).
- Updated daily with intraday refreshes available
- Supports multiple discounting methodologies (IBOR, OIS, RFR)
- Includes bid/ask quotes, zero-coupon yields, and discount factors
Dataset Highlights
| Curve Type | Maturities | Update Frequency | Key Extras |
| Sovereign | 1‑month to 50‑year zero‑coupon yields & discount factors | Daily (intraday optional) | Bid/ask quotes |
| Corporate | AAA, AA, A, BBB, BB, B, CCC curves | Daily | Constituents & weights |
| Municipal | Observable trade‑driven curves | Hourly | Transparent methodology |
Additional deliverables
- Interest‑rate & basis‑swap bid/ask data
- Implied zero‑coupon yields & discount factors
- Cap/floor and swaption volatility surfaces
Corporate Yield Curves
Make informed decisions with daily corporate yield curves across multiple credit ratings, from AAA, AA, A, BBB, BB, B, and CCC.
Our corporate yield curves are transparent, and include a clear breakdown of their constituents, allowing users to understand how they were created and which companies were included.
Municipal Yield Curves
Our muni curves provide comprehensive information and timely updates, offering a transparent alternative to opaque pricing models. While most municipal curves rely on a black-box pricing algorithm, our municipal yield curves are delivered through data-driven methodologies and are updated on an hourly intraday basis, ensuring users receive the most up-to-date and reliable information available.
Global Yield Curves
Our global curves offer up-to-date information from around the world. This zero-coupon curve coverage includes the full yield curve, from one month to long bond yields. We provide information from 70 countries, frequently including 1-, 3-, and 6-month money market maturities. By letting us gather information from 70 country-specific sources, you save hours of work.
Frequently Asked Questions
How many markets do you cover?
Sovereign zero‑coupon curves for 70+ countries, plus corporate and municipal curves for major issuing regions.
How often is the data refreshed?
Sovereign and corporate curves are delivered daily with optional intraday snapshots; municipal curves refresh hourly.
Which discounting methodologies are supported?
IBOR, OIS, and RFR discounting frameworks.
What file formats and delivery channels are available?
CSV, JSON, or XML via secure SFTP, REST API, or your cloud bucket.
Can I access historical data?
Yes, archives reach back to 2010 (longer for many markets).
How transparent is your methodology?
Every curve includes constituents, bid/ask quotes, and calculation notes.
How do I evaluate the service?
Request a free trial, sample files, and onboarding support within one business day.
