Load Data


FinPricing offers:

Four user interfaces:

  • Data API.
  • Excel Add-ins.
  • Model Analytic API.
  • GUI APP.
View:

Load Market Data


FinPricing offers the following FX curves via API:

  • FX forward spread curves
  • Precious metal forward spread curves
  • OIS curves
  • RFR (risk free rate) curves
  • SOFR, €STR (ESTR, ESTER), SONIA, TONA, CORRA, AONIA, SARON curves
  • IBORs (LIBOR, EURIBOR, TIBOR, CDOR, EONIA, etc.) fallback rate curves
  • Swap rate curves
  • Basis curves
  • Spot rate or zero rate curves
  • Forward rate curves
  • Discount curves
  • Inflation Swap rate (CPI, RPI, HICP) curves
  • Nordic electricity futures curve
  • VIX futures curve
  • S&P 500 futures curve
  • Swaption normal volatility cubes
  • Swaption lognormal volatility cubes
  • FX volatility surfaces


How to load market data manually?


  • Click the Data tab at the top-left corner of the application. Then, expend Data -> Sub-Data (e.g., InterestRateData) -> DataSet (e.g., InterestRateCurve)
  • After that, you can either click the Load button to load an existing market data set for review/modification or the New button to generate new market data.
load market data in FinPricing
  • If you click the Load button, A selection window pops up. Unless you know the trade id, you can use the Search option. Otherwise, select the Explore option
select different way to load trade in FinPricing
  • An explorer window pops up. Extend Data -> InterestRateCurve (for example) -> USD (e.g.) -> USD_3M. All curve dates available in the system are displayed
explore data category to load market data in FinPricing
  • Select a date and then click the Go button. The market data of that valuation date are displayed in the main windows. You can modify the market data and click the Save button to save all the changes.
display interest rate curve in FinPricing
  • Or if you click the New button, A new market data template is shown in the main window. Fill all fields and click the Save button. The new market data are generated.
interest rate curve template in FinPricing

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