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