Funding Curves

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.