Valuation Analysis
Use Open Analytic's derived zero curves to value most financial transactions, including bonds, stocks, foreign exchange, commodities, and swaps and other derivatives. Vary the benchmark rates or other assumptions to see the sensitivity of a transaction's value to changes in market conditions.
Swap & Treasury Rates as of 26-Jan-2012
Reported on 27-Jan-2012
These pages include certain zero, forward and par rate curves and associated data, developed generally using constant forward interpolation and data in respect of the Federal Reserve H.15 page. The curves, including the associated data, are generally updated periodically. These curves and data are presented 'as is', and must be used at the sole risk of the user. In particular, we make, and there is otherwise, no representation as to the accuracy of these curves or their fitness for any purpose.
