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Augeos offers a pricing service that can be realized through the creation of interest rate curves, derived from bond prices.
There are two types of curves used as input for the pricing model:
Term structures Risk Free: theoretical prices are calculated on the basis of “risk free” rate curves, with daily disbursement;
Term structures Plus : the theoretical prices are calculated on the basis of rate curves that take into account the creditworthiness of the company, with daily or monthly disbursements.
The service provides a basket of instruments (bonds or market parameters/indices) used to calculate the curve; associated with each security/instrument is indicated the market used to find the quote for the day of reference of the curve.
Two data delivery formats are available:
- Fixed length track
- XML Plotted
Other types of curves are also available on request:
- Term structures per issuer
- Term structures with additional internal rating classifications