FINCAD Analytics makes it easy to build interest rate curves.
Swap Curves (LIBOR, BMA)
- built with deposit, futures and swap rates
- Mexican swap curve support
- numerous bootstrapping methods for smoother forward curves
Inflation Curves
- inflation curves for valuing zero coupon and year-on-year inflation swaps
Bond Curves
- allows regular or odd stub periods
- numerous bootstrapping methods
Curve Manipulation
- cross currency basis spreads
- curve extrapolation
- forward rate smoothing
- spread curve creation
Utilities
- calculate Eurodollar futures convexity adjustments
- forward par swap rates
- implied forward rates
- work with any live data feeds (Bloomberg®, Reuters®, or utilize FINCAD’s market data)
