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

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(Euribor)
(Libor)

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(Euribor)
(Libor)
Data sourced from
Bank of England
(UK curve)
Reserve Bank of Australia 
(Australian curves)
South African Reserve Bank
(South African curves)
KADD Capital
(South African curves)
Curves generated by

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