Curves Management

Upload and manage benchmark swap rates for yield analysis

Upload Corporate Bond Average Yields

Upload Corporate Bond Yields

CSV file with Currency, Tenor, Investment Grade, Not Rated, Sub Inv Grade columns

Select CSV File

CSV Format:

Required columns: Currency, Tenor
Optional: Investment Grade, Not Rated, Sub Inv Grade, Date

Example CSV:

Currency,Tenor,Investment Grade,Not Rated,Sub Inv Grade
EUR,1,2.50,3.20,4.50
EUR,2,2.65,3.35,4.70
EUR,5,3.00,3.80,5.20
USD,1,3.80,4.50,5.80
USD,5,4.20,5.00,6.50

Upload Inflation Break-Even Rates

Upload Break-Even Inflation

CSV file with Index, Maturity, Rate, Date columns

Select CSV File

CSV Format:

Required columns: Index, Maturity, Rate
Optional: Date

Indices: BEI EU (Euro ex tobacco) and BEI Italy (Italian inflation)

Example CSV:

Index,Maturity,Rate,Date
BEI EU,1,2.15,2025-01-15
BEI EU,2,2.20,2025-01-15
BEI EU,5,2.35,2025-01-15
BEI Italy,1,2.25,2025-01-15
BEI Italy,5,2.50,2025-01-15

Upload Swap Curves

Upload Swap Rates

CSV file with Currency, Maturity, Swap Rate, Date columns

Select CSV File

CSV Format:

Required columns: Currency, Maturity, Swap Rate
Optional: DiscountFactor, Date

Rates must be between -1% and 5%, tenors between 0 and 50 years

Example CSV:

Currency,Maturity,Swap Rate,DiscountFactor,Date
EUR,1 Yr,2.15,0.978900,2025-01-15
EUR,2 Yr,2.16,0.957850,2025-01-15
EUR,5 Yr,2.37,0.888765,2025-01-15
USD,1 Yr,3.87,0.962700,2025-01-15
USD,5 Yr,3.66,0.832340,2025-01-15

Current Swap Rates (33 rates)

USD - 14 rates

Tenor (Years)	Swap Rate (%)	Discount Factor	Date
1Y	4.30%	-	46217
2Y	4.32%	-	46217
3Y	4.30%	-	46217
4Y	4.27%	-	46217
5Y	4.28%	-	46217
6Y	4.29%	-	46217
7Y	4.32%	-	46217
8Y	4.35%	-	46217
9Y	4.38%	-	46217
10Y	4.41%	-	46217
15Y	4.56%	-	46217
20Y	4.63%	-	46217
25Y	4.63%	-	46217
30Y	4.57%	-	46217

EUR - 19 rates

Tenor (Years)	Swap Rate (%)	Discount Factor	Date
0Y	2.15%	0.999940	46217
0.019178082Y	2.15%	0.999582	46217
0.252054795Y	2.40%	0.993904	46217
0.342465753Y	2.44%	0.991592	46217
0.419178082Y	2.51%	0.989453	46217
0.504109589Y	2.60%	0.986885	46217
1Y	2.80%	0.972395	46217
2Y	2.86%	0.945158	46217
3Y	2.87%	0.918460	46217
5Y	2.92%	0.865848	46217
6Y	2.95%	0.839698	46217
7Y	2.99%	0.813210	46217
8Y	3.03%	0.786869	46217
9Y	3.06%	0.761332	46217
10Y	3.10%	0.735537	46217
15Y	3.26%	0.613772	46217
20Y	3.31%	0.516091	46217
25Y	3.29%	0.442489	46217
30Y	3.26%	0.380784	46217

Current Corporate Bond Yields (32 yields)

EUR - 16 yields

Tenor (Years)	Investment Grade (%)	Not Rated (%)	Sub Inv Grade (%)	Date
0Y	2.05%	-	4.40%	-
1Y	3.30%	-	3.42%	-
2Y	3.46%	-	3.55%	-
3Y	3.70%	-	3.73%	-
4Y	3.98%	-	3.80%	-
5Y	3.93%	-	4.25%	-
6Y	4.00%	-	4.37%	-
7Y	4.00%	-	5.41%	-
8Y	4.28%	-	5.45%	-
9Y	4.19%	-	5.50%	-
10Y	4.25%	-	5.45%	-
11Y	4.50%	-	5.70%	-
12Y	4.99%	-	6.19%	-
13Y	4.34%	-	5.54%	-
19Y	4.59%	-	5.79%	-
29Y	-	-	-	-

USD - 16 yields

Tenor (Years)	Investment Grade (%)	Not Rated (%)	Sub Inv Grade (%)	Date
0Y	4.60%	-	5.50%	-
1Y	4.75%	-	5.50%	-
4Y	5.14%	-	5.54%	-
5Y	5.21%	-	-	-
6Y	6.20%	-	-	-
8Y	-	-	-	-
9Y	-	-	5.64%	-
10Y	4.89%	-	6.00%	-
11Y	5.37%	-	-	-
13Y	-	-	-	-
15Y	-	-	8.00%	-
17Y	5.68%	-	8.00%	-
18Y	5.67%	-	-	-
19Y	5.75%	-	-	-
20Y	5.76%	-	-	-
21Y	5.76%	-	-	-

Current Inflation Rates (28 rates)

BEI EU - 14 rates

Maturity (Years)	Rate (%)	Date
1Y	6.90%	46108
2Y	2.52%	46108
3Y	2.35%	46108
4Y	2.24%	46108
5Y	2.22%	46108
6Y	2.24%	46108
7Y	1.67%	46108
8Y	1.67%	46108
9Y	2.22%	46108
10Y	2.08%	46108
15Y	2.25%	46108
20Y	2.25%	46108
25Y	2.22%	46108
30Y	2.16%	46108

BEI Italy - 14 rates

Maturity (Years)	Rate (%)	Date
1Y	2.01%	46108
2Y	2.01%	46108
3Y	2.00%	46108
4Y	1.79%	46108
5Y	1.79%	46108
6Y	1.69%	46108
7Y	1.69%	46108
8Y	1.69%	46108
9Y	1.69%	46108
10Y	1.69%	46108
15Y	1.69%	46108
20Y	1.69%	46108
25Y	1.69%	46108
30Y	1.69%	46108