Front Office Fixed Income Analytics

Smooth, stable, arbitrage-free market curves in swap, bond, and futures markets based on proprietary global curve fitting methodologies. Robust, battle-tested proprietary models for pricing long-dated liabilities. Up to real-time pricing of any interest rate swap, basis swap, developed market sovereign and corporate bonds, rate options, and futures. Market standard, proprietary, and customizable user-defined risk measures.

Read our White Paper on Curve Methodology.