fundingcurves.com is a Risk101 initiative designed to assist fund managers and administrators with the valuation of interest-rate derivative products.
Most IRDs are valued off funding curves, with the bulk of these curves being generated in-house by banks and financial institutions which do not make them available in the public domain.
Our curves are independently generated from data-points sourced from blue-chip institutions
Whilst we will never match exactly to every institution's funding curve, these curves supply a very close approximation to most
(€ster + 5xEuribor)
(Sonia + 1,3,6,9,12 Interbank)