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