Best Swaps Datasets & Databases

What is swaps data? How can you utilize it? Discover the top datasets and databases for 2024, providing comprehensive information on interest rate swap data and 5-year swap rate history. Find and purchase reliable swaps data on Datarade.ai, your go-to platform for accessing high-quality data sources.Learn more
4 Results

EDI Swaption Volatility Data | Credit Default Swaps (CDS) Data | Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management

data for valuations, portfolio analytics and risk management calculations. ... Swaption Volatility Data Service provides clients with a daily source of independent interest rate volatility
Available for 41 countries
Starts at
$5,000 / purchase
Free sample preview

EDI Swap Curves OTC-Data Global - for valuations, portfolio analytics and risk management

Yield curve data is available on an intraday or end-of-day basis. ... The Swap Curve Data Service supplies daily yield curves for various global currencies.
Available for 49 countries
Available Pricing:
One-off purchase
Monthly License
Yearly License
Usage-based

FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global)

Provide swap rate curves, basis curves, OIS curves, and yield curves in 34 currencies and more than 60 countries, including deposit rates, interest rate futures, swap rates, basis spreads, etc.
Available for 150 countries
9.2M records
5 years of historical data
100% market quotes
Available Pricing:
Yearly License

FinPricing Cross Currency Basis Curve Data - USA, UK, Europe, Mexico, Japan, South Korea

Cross currency swap differs from single currency swaps in that the interest rate payments on the two ... Cross currency swaps are powerful instruments to transfer assets or liabilities from one currency to
Available for 59 countries
100K records
100% market quotes
Pricing available upon request

More Swaps Data Products

Discover related swaps data products.

41 countries covered
Swaption Volatility Data Service provides clients with a daily source of independent interest rate volatility data for valuations, portfolio analytics and ri...
100K records
100% market quotes
59 countries covered
Cross currency basis is an important element of currency management. To price a cross-currency product, the cross-currency basis spread has to be taken into ...
9.2M records
100% market quotes
150 countries covered
Provide swap rate curves, basis curves, OIS curves, and yield curves in 34 currencies and more than 60 countries, including deposit rates, interest rate futu...
49 countries covered
The Swap Curve Data Service provides clients with a daily source of independent zero-coupon, swap-implied yield curves for valuations, portfolio analytics an...
100K records
100% market quotes
59 countries covered
Cross currency basis is an important element of currency management. To price a cross-currency product, the cross-currency basis spread has to be taken into ...
9.2M records
100% market quotes
150 countries covered
Provide swap rate curves, basis curves, OIS curves, and yield curves in 34 currencies and more than 60 countries, including deposit rates, interest rate futu...
41 countries covered
Swaption Volatility Data Service provides clients with a daily source of independent interest rate volatility data for valuations, portfolio analytics and ri...
49 countries covered
The Swap Curve Data Service provides clients with a daily source of independent zero-coupon, swap-implied yield curves for valuations, portfolio analytics an...

Where can I buy Swaps Data?

Data providers and vendors listed on Datarade sell Swaps Data products and samples. Popular Swaps Data products and datasets available on our platform are EDI Swaption Volatility Data | Credit Default Swaps (CDS) Data | Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management by Exchange Data International, EDI Swap Curves OTC-Data Global - for valuations, portfolio analytics and risk management by Exchange Data International, and FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global) by FinPricing.

How can I get Swaps Data?

You can get Swaps Data via a range of delivery methods - the right one for you depends on your use case. For example, historical Swaps Data is usually available to download in bulk and delivered using an S3 bucket. On the other hand, if your use case is time-critical, you can buy real-time Swaps Data APIs, feeds and streams to download the most up-to-date intelligence.