Quoted Swap Curve Data
Worldwide Coverage: We supply bid and ask yields for a wide range of global currency.
Constant Updates: We provide an updated file on an end-of-day or intraday basis, so you get price updates as soon as we do.
Full Transparency: We always tell you how our quoted swap curves were created.
Customers First: We customize solutions to your needs. Our friendly team resolves most issues within 24 hours.
Competitive Costs: SQX quoted swap curve pricing allows you to pay a fraction of what other data providers charge.
Let us handle your quoted swap curves
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SQX quoted swap curves are built to support critical workflows in valuation, risk management, and portfolio analytics. The data integrates easily into existing systems, making it a practical choice for institutions that require precision without operational friction. SQX delivers a daily- or intraday-updated file, ensuring you receive updates when they become available.
But that's not all – our primary business is serving you. We'll provide the custom solutions you need. We'll always give you friendly, responsive customer service. We'll treat you like you actually matter – because you do.
That's the SQX difference.
Data Fields Provided:
- Spot Date
- Bid
- Ask
- Unique Identifier (created from the below information)
- ISO Currency Code
- Fixed Leg Frequency
- Floating Leg Frequency
- Tenor
Our Quoted Swap Curve Methodology:
SQX quoted swap curves are built on a rigorous methodology that prioritizes accuracy and real-market relevance. We source quoted yields directly from top-tier global dealer banks and apply a multi-layered validation process to ensure data integrity. Each curve is reviewed for completeness, consistency, and structural soundness—removing kinks, filling gaps, and verifying curve shape before release.
Rather than synthesizing estimates, we deliver the most recent validated quotes that meet our quality thresholds, providing clients with data they can trust for valuation and risk applications.
