Calibrated Curves
Date
AUD
2026-03-31
Request:
{
"curves": [
{
"currency": "AUD",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.051550000000000006,
"1Y": 0.047510000000000004,
"2Y": 0.04859,
"3M": 0.0245,
"3Y": 0.04853,
"5Y": 0.0484
}
},
{
"currency": "AUD",
"curve_type": "IBOR",
"discount_curve_name": "AUD_OIS",
"quotes": {
"10Y": 0.051550000000000006,
"1Y": 0.047510000000000004,
"2Y": 0.04859,
"3M": 0.0245,
"3Y": 0.04853,
"5Y": 0.0484
}
}
],
"valuation_date": "2026-03-31"
}
Response:
{
"curves": [
{
"currency": "AUD",
"name": "AUD_OIS",
"points": [
{
"date": "2026-03-31",
"discount_factor": 1.0,
"zero_rate": 0.020101141574500197
},
{
"date": "2026-06-30",
"discount_factor": 0.9939136300163199,
"zero_rate": 0.024151519513200676
},
{
"date": "2026-09-30",
"discount_factor": 0.9830359954434713,
"zero_rate": 0.033658114537955065
},
{
"date": "2026-12-31",
"discount_factor": 0.9687550727555784,
"zero_rate": 0.04155507744275135
},
{
"date": "2027-03-31",
"discount_factor": 0.9542458469124261,
"zero_rate": 0.04619237875104069
},
{
"date": "2027-06-30",
"discount_factor": 0.941149228755005,
"zero_rate": 0.04788439474984784
},
{
"date": "2027-09-30",
"discount_factor": 0.9294389049137445,
"zero_rate": 0.04807064428040909
},
{
"date": "2027-12-31",
"discount_factor": 0.9186384396188363,
"zero_rate": 0.04773524742735108
},
{
"date": "2028-03-31",
"discount_factor": 0.908262498380644,
"zero_rate": 0.04738695612866191
},
{
"date": "2028-06-30",
"discount_factor": 0.8977381081411825,
"zero_rate": 0.04724535427264477
},
{
"date": "2028-09-30",
"discount_factor": 0.886962963587081,
"zero_rate": 0.047245884907575225
},
{
"date": "2028-12-31",
"discount_factor": 0.8761922781837064,
"zero_rate": 0.04729731405133228
},
{
"date": "2029-03-31",
"discount_factor": 0.8657890760221956,
"zero_rate": 0.04733670260392418
},
{
"date": "2029-06-30",
"discount_factor": 0.8555016458318313,
"zero_rate": 0.047332952196982456
},
{
"date": "2029-09-30",
"discount_factor": 0.8453211591154166,
"zero_rate": 0.04729782282619657
},
{
"date": "2029-12-31",
"discount_factor": 0.8353166793313227,
"zero_rate": 0.0472501626293306
},
{
"date": "2030-03-31",
"discount_factor": 0.8256583668663293,
"zero_rate": 0.04720513933119509
},
{
"date": "2030-06-30",
"discount_factor": 0.8159822912872767,
"zero_rate": 0.04717174316922978
},
{
"date": "2030-09-30",
"discount_factor": 0.8062525515174845,
"zero_rate": 0.04715874004474014
},
{
"date": "2030-12-31",
"discount_factor": 0.7965382422355887,
"zero_rate": 0.047173300493206345
},
{
"date": "2031-03-31",
"discount_factor": 0.7870156302657214,
"zero_rate": 0.047219376380292985
},
{
"date": "2031-06-30",
"discount_factor": 0.7773418982765616,
"zero_rate": 0.04730046983558524
},
{
"date": "2031-09-30",
"discount_factor": 0.7675207839379945,
"zero_rate": 0.047412792006798335
},
{
"date": "2031-12-31",
"discount_factor": 0.7576714910166197,
"zero_rate": 0.04754970752900719
},
{
"date": "2032-03-31",
"discount_factor": 0.7479139773147493,
"zero_rate": 0.04770448541786284
},
{
"date": "2032-06-30",
"discount_factor": 0.7381531297164129,
"zero_rate": 0.04787447827563609
},
{
"date": "2032-09-30",
"discount_factor": 0.728293208627717,
"zero_rate": 0.048058340629963586
},
{
"date": "2032-12-31",
"discount_factor": 0.7184527188768912,
"zero_rate": 0.048251291909907276
},
{
"date": "2033-03-31",
"discount_factor": 0.7088552847913328,
"zero_rate": 0.04844638193230277
},
{
"date": "2033-06-30",
"discount_factor": 0.6991903899314906,
"zero_rate": 0.04864788205455928
},
{
"date": "2033-09-30",
"discount_factor": 0.6894689628788205,
"zero_rate": 0.0488540492035343
},
{
"date": "2033-12-31",
"discount_factor": 0.679806762006523,
"zero_rate": 0.04906102051484105
},
{
"date": "2034-03-31",
"discount_factor": 0.6704204126087486,
"zero_rate": 0.049262868403581385
},
{
"date": "2034-06-30",
"discount_factor": 0.6610040048269434,
"zero_rate": 0.049465096895876796
},
{
"date": "2034-09-30",
"discount_factor": 0.6515677959143654,
"zero_rate": 0.04966653061633631
},
{
"date": "2034-12-31",
"discount_factor": 0.6422231724637488,
"zero_rate": 0.0498639316276978
},
{
"date": "2035-03-31",
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"zero_rate": 0.0500522828215759
},
{
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"discount_factor": 0.6241327616995936,
"zero_rate": 0.050237176636812785
},
{
"date": "2035-09-30",
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"zero_rate": 0.05041772916707464
},
{
"date": "2035-12-31",
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"zero_rate": 0.05059123752508875
},
{
"date": "2036-03-31",
"discount_factor": 0.5974850671914828,
"zero_rate": 0.05075536697215808
},
{
"date": "2036-06-30",
"discount_factor": 0.5889101110953433,
"zero_rate": 0.05091170381907811
},
{
"date": "2036-09-30",
"discount_factor": 0.5803660197088893,
"zero_rate": 0.05106221850012874
},
{
"date": "2036-12-31",
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"zero_rate": 0.051205682595305294
},
{
"date": "2037-03-31",
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},
{
"date": "2037-06-30",
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"zero_rate": 0.05146918005238945
},
{
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},
{
"date": "2037-12-31",
"discount_factor": 0.5397265400967834,
"zero_rate": 0.051714270433496155
},
{
"date": "2038-03-31",
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"zero_rate": 0.05182665731591374
},
{
"date": "2038-06-30",
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"zero_rate": 0.051935695702259276
},
{
"date": "2038-09-30",
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"zero_rate": 0.05204151415676159
},
{
"date": "2038-12-31",
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"zero_rate": 0.052143152577852896
},
{
"date": "2039-03-31",
"discount_factor": 0.5020922880635398,
"zero_rate": 0.052238770166868086
},
{
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},
{
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},
{
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},
{
"date": "2040-03-31",
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},
{
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},
{
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},
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},
{
"date": "2041-03-31",
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},
{
"date": "2041-06-30",
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"zero_rate": 0.052969087126289865
},
{
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},
{
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},
{
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},
{
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{
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},
{
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},
{
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},
{
"date": "2044-03-31",
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},
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},
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},
{
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},
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},
{
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{
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{
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},
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},
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{
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{
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},
{
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"zero_rate": 0.054360339863898224
},
{
"date": "2049-03-31",
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},
{
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},
{
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},
{
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},
{
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},
{
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{
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{
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{
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},
{
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{
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"zero_rate": 0.05468946521568972
},
{
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"zero_rate": 0.054713401429402515
},
{
"date": "2052-06-30",
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"zero_rate": 0.05473688328444866
},
{
"date": "2052-09-30",
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"zero_rate": 0.05476017438007843
},
{
"date": "2052-12-31",
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},
{
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"zero_rate": 0.05480497009852722
},
{
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},
{
"date": "2053-09-30",
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"zero_rate": 0.0548483752847983
},
{
"date": "2053-12-31",
"discount_factor": 0.2133040613050734,
"zero_rate": 0.05486960449873378
},
{
"date": "2054-03-31",
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"zero_rate": 0.05489000262523861
},
{
"date": "2054-06-30",
"discount_factor": 0.20725834438886734,
"zero_rate": 0.054910265594550624
},
{
"date": "2054-09-30",
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"zero_rate": 0.05493039111166558
},
{
"date": "2054-12-31",
"discount_factor": 0.20128803314944466,
"zero_rate": 0.054950164020215596
},
{
"date": "2055-03-31",
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"zero_rate": 0.054969174715346965
},
{
"date": "2055-06-30",
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"zero_rate": 0.0549880709670704
},
{
"date": "2055-09-30",
"discount_factor": 0.19274531127666839,
"zero_rate": 0.0550068504138356
},
{
"date": "2055-12-31",
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"zero_rate": 0.0550253118870842
},
{
"date": "2056-03-31",
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"zero_rate": 0.055043267734367775
}
],
"slope": 0.3368410843496177,
"slope_deg": 2.4110224477962814
},
{
"currency": "AUD",
"name": "AUD_IBOR",
"points": [
{
"date": "2026-03-31",
"discount_factor": 1.0,
"zero_rate": 0.020215533819396267
},
{
"date": "2026-06-30",
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"zero_rate": 0.02415874101735318
},
{
"date": "2026-09-30",
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"zero_rate": 0.03341006266237322
},
{
"date": "2026-12-31",
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"zero_rate": 0.041081261060978834
},
{
"date": "2027-03-31",
"discount_factor": 0.9548532896710761,
"zero_rate": 0.04556473020863923
},
{
"date": "2027-06-30",
"discount_factor": 0.9420020946354802,
"zero_rate": 0.047169300634501914
},
{
"date": "2027-09-30",
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"zero_rate": 0.04731163928935169
},
{
"date": "2027-12-31",
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"zero_rate": 0.04696038203811846
},
{
"date": "2028-03-31",
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"zero_rate": 0.046615800106737354
},
{
"date": "2028-06-30",
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"zero_rate": 0.04649162075710868
},
{
"date": "2028-09-30",
"discount_factor": 0.8886082204578896,
"zero_rate": 0.04651595350165009
},
{
"date": "2028-12-31",
"discount_factor": 0.8779225533867477,
"zero_rate": 0.04659133499117267
},
{
"date": "2029-03-31",
"discount_factor": 0.8675999656908878,
"zero_rate": 0.046650396210526274
},
{
"date": "2029-06-30",
"discount_factor": 0.8574010075859099,
"zero_rate": 0.046660352043519704
},
{
"date": "2029-09-30",
"discount_factor": 0.8473185889217618,
"zero_rate": 0.046633515342935625
},
{
"date": "2029-12-31",
"discount_factor": 0.8374191874209365,
"zero_rate": 0.04659006894626173
},
{
"date": "2030-03-31",
"discount_factor": 0.8278688989376893,
"zero_rate": 0.04654631747419547
},
{
"date": "2030-06-30",
"discount_factor": 0.8183057936760686,
"zero_rate": 0.04651218123794354
},
{
"date": "2030-09-30",
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"zero_rate": 0.04649702710082596
},
{
"date": "2030-12-31",
"discount_factor": 0.7990956614699856,
"zero_rate": 0.04650856048345974
},
{
"date": "2031-03-31",
"discount_factor": 0.7896873018726898,
"zero_rate": 0.04655123966345413
},
{
"date": "2031-06-30",
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"zero_rate": 0.0466287558408648
},
{
"date": "2031-09-30",
"discount_factor": 0.7704190820584724,
"zero_rate": 0.04673739866602051
},
{
"date": "2031-12-31",
"discount_factor": 0.760680365186759,
"zero_rate": 0.04687059989280254
},
{
"date": "2032-03-31",
"discount_factor": 0.7510298648101918,
"zero_rate": 0.0470216925466513
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],
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}
CAD
2026-03-31
Request:
{
"curves": [
{
"currency": "CAD",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.03557,
"1Y": 0.0276,
"20Y": 0.03809,
"2Y": 0.029759999999999998,
"30Y": 0.03927,
"3M": 0.0232,
"3Y": 0.02984,
"5Y": 0.03206
}
},
{
"currency": "CAD",
"curve_type": "IBOR",
"discount_curve_name": "CAD_OIS",
"quotes": {
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"1Y": 0.0276,
"20Y": 0.03809,
"2Y": 0.029759999999999998,
"30Y": 0.03927,
"3M": 0.0232,
"3Y": 0.02984,
"5Y": 0.03206
}
}
],
"valuation_date": "2026-03-31"
}
Response:
{
"curves": [
{
"currency": "CAD",
"name": "CAD_OIS",
"points": [
{
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"discount_factor": 1.0,
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},
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},
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},
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},
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},
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},
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{
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{
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{
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{
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],
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}
],
"valuation_date": "2026-03-31"
}
CHF
2026-03-31
Request:
{
"curves": [
{
"currency": "CHF",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.00716,
"12Y": 0.008,
"15Y": 0.00891,
"1Y": 0.0022400000000000002,
"20Y": 0.00971,
"25Y": 0.009729999999999999,
"2Y": 0.00374,
"30Y": 0.009260000000000001,
"3M": -0.007200000000000095,
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"6Y": 0.00612,
"7Y": 0.005849999999999999,
"8Y": 0.00628,
"9Y": 0.00672
}
},
{
"currency": "CHF",
"curve_type": "IBOR",
"discount_curve_name": "CHF_OIS",
"quotes": {
"10Y": 0.00716,
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"15Y": 0.00891,
"1Y": 0.0022400000000000002,
"20Y": 0.00971,
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"7Y": 0.005849999999999999,
"8Y": 0.00628,
"9Y": 0.00672
}
}
],
"valuation_date": "2026-03-31"
}
Response:
{
"curves": [
{
"currency": "CHF",
"name": "CHF_OIS",
"points": [
{
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"discount_factor": 1.0,
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},
{
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],
"valuation_date": "2026-03-31"
}
GBP
2026-03-31
Request:
{
"curves": [
{
"currency": "GBP",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.04759,
"12Y": 0.04851,
"15Y": 0.0496,
"1Y": 0.045880000000000004,
"20Y": 0.05069,
"25Y": 0.05102,
"2Y": 0.04645,
"30Y": 0.050890000000000005,
"3M": 0.0383,
"3Y": 0.046079999999999996,
"4Y": 0.045720000000000004,
"5Y": 0.04546,
"6Y": 0.04582,
"7Y": 0.04622,
"8Y": 0.04665,
"9Y": 0.04713
}
},
{
"currency": "GBP",
"curve_type": "IBOR",
"discount_curve_name": "GBP_OIS",
"quotes": {
"10Y": 0.04759,
"12Y": 0.04851,
"15Y": 0.0496,
"1Y": 0.045880000000000004,
"20Y": 0.05069,
"25Y": 0.05102,
"2Y": 0.04645,
"30Y": 0.050890000000000005,
"3M": 0.0383,
"3Y": 0.046079999999999996,
"4Y": 0.045720000000000004,
"5Y": 0.04546,
"6Y": 0.04582,
"7Y": 0.04622,
"8Y": 0.04665,
"9Y": 0.04713
}
}
],
"valuation_date": "2026-03-31"
}
Response:
{
"curves": [
{
"currency": "GBP",
"name": "GBP_OIS",
"points": [
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{
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{
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"slope": 0.14573013568192206,
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}
],
"valuation_date": "2026-03-31"
}
JPY
2026-03-31
Request:
{
"curves": [
{
"currency": "JPY",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.02214,
"12Y": 0.02371,
"15Y": 0.02568,
"1Y": 0.01137,
"20Y": 0.028319999999999998,
"25Y": 0.02988,
"2Y": 0.01425,
"30Y": 0.03057,
"3M": 0.00792,
"3Y": 0.01609,
"4Y": 0.01725,
"5Y": 0.01821,
"6Y": 0.019119999999999998,
"7Y": 0.01986,
"8Y": 0.020804,
"9Y": 0.02154
}
},
{
"currency": "JPY",
"curve_type": "IBOR",
"discount_curve_name": "JPY_OIS",
"quotes": {
"10Y": 0.02214,
"12Y": 0.02371,
"15Y": 0.02568,
"1Y": 0.01137,
"20Y": 0.028319999999999998,
"25Y": 0.02988,
"2Y": 0.01425,
"30Y": 0.03057,
"3M": 0.00792,
"3Y": 0.01609,
"4Y": 0.01725,
"5Y": 0.01821,
"6Y": 0.019119999999999998,
"7Y": 0.01986,
"8Y": 0.020804,
"9Y": 0.02154
}
}
],
"valuation_date": "2026-03-31"
}
Response:
{
"curves": [
{
"currency": "JPY",
"name": "JPY_OIS",
"points": [
{
"date": "2026-03-31",
"discount_factor": 1.0,
"zero_rate": 0.007398363258602832
},
{
"date": "2026-06-30",
"discount_factor": 0.998010181425129,
"zero_rate": 0.007879651888054087
},
{
"date": "2026-09-30",
"discount_factor": 0.9954028036936663,
"zero_rate": 0.009064516547001645
},
{
"date": "2026-12-31",
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"zero_rate": 0.010251617222173848
},
{
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"zero_rate": 0.011263162567107398
},
{
"date": "2027-06-30",
"discount_factor": 0.9847645070942492,
"zero_rate": 0.012120588541691813
},
{
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"zero_rate": 0.012869901316483285
},
{
"date": "2027-12-31",
"discount_factor": 0.9762227230944749,
"zero_rate": 0.013536291774824705
},
{
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},
{
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},
{
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},
{
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},
{
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},
{
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},
{
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},
{
"date": "2029-12-31",
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"zero_rate": 0.016895717987365465
},
{
"date": "2030-03-31",
"discount_factor": 0.9327703710152137,
"zero_rate": 0.017148967732678887
},
{
"date": "2030-06-30",
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},
{
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},
{
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},
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},
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},
{
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},
{
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},
{
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},
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},
{
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},
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},
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},
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},
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},
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},
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},
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},
{
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},
{
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},
{
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},
{
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"zero_rate": 0.029217082549679568
},
{
"date": "2047-03-31",
"discount_factor": 0.5352843167219246,
"zero_rate": 0.029333064725395076
},
{
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"zero_rate": 0.02944696947226973
},
{
"date": "2047-09-30",
"discount_factor": 0.5247727771742065,
"zero_rate": 0.02955868707063461
},
{
"date": "2047-12-31",
"discount_factor": 0.5195807310667405,
"zero_rate": 0.029666948830028652
},
{
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"zero_rate": 0.02977063582484052
},
{
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"zero_rate": 0.029870944982406274
},
{
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"zero_rate": 0.029968924273335563
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{
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{
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{
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{
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},
{
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{
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{
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{
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{
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{
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{
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"zero_rate": 0.031155235554581072
},
{
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"zero_rate": 0.03119469614147766
},
{
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"zero_rate": 0.03123277039173428
},
{
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},
{
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},
{
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"zero_rate": 0.031336405224498744
},
{
"date": "2054-09-30",
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"zero_rate": 0.03136863610871548
},
{
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"zero_rate": 0.03139972695061193
},
{
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"zero_rate": 0.031429158635882325
},
{
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"zero_rate": 0.03145804459902471
},
{
"date": "2055-09-30",
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"zero_rate": 0.03148647045406576
},
{
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},
{
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"zero_rate": 0.03154112895538129
}
],
"slope": 0.7974615916069536,
"slope_deg": 5.6925925617449025
}
],
"valuation_date": "2026-03-31"
}
NZD
2026-03-31
Request:
{
"curves": [
{
"currency": "NZD",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.04798,
"3M": 0.025699999999999997
}
},
{
"currency": "NZD",
"curve_type": "IBOR",
"discount_curve_name": "NZD_OIS",
"quotes": {
"10Y": 0.04798,
"3M": 0.025699999999999997
}
}
],
"valuation_date": "2026-03-31"
}
Response:
{
"curves": [
{
"currency": "NZD",
"name": "NZD_OIS",
"points": [
{
"date": "2026-03-31",
"discount_factor": 1.0,
"zero_rate": 0.025314438980541025
},
{
"date": "2026-06-30",
"discount_factor": 0.9935503369213013,
"zero_rate": 0.025597788218180054
},
{
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"zero_rate": 0.026320460134837225
},
{
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},
{
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"zero_rate": 0.02793723318186002
},
{
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"zero_rate": 0.028746460266773476
},
{
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"zero_rate": 0.029554752218382333
},
{
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"zero_rate": 0.030350910554863084
},
{
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},
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},
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},
{
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},
{
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},
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},
{
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{
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},
{
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],
"valuation_date": "2026-03-31"
}
USD
2026-03-31
Request:
{
"curves": [
{
"currency": "USD",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.042315,
"1D": 0.0364,
"1M": 0.03639999999999999,
"1Y": 0.041429999999999995,
"2Y": 0.04102,
"30Y": 0.044386999999999996,
"3M": 0.03689999999999993,
"3Y": 0.04009,
"4Y": 0.040286999999999996,
"5Y": 0.040567,
"6Y": 0.040965,
"7Y": 0.041422999999999995
}
},
{
"currency": "USD",
"curve_type": "IBOR",
"discount_curve_name": "USD_OIS",
"quotes": {
"10Y": 0.042315,
"1D": 0.0364,
"1M": 0.03639999999999999,
"1Y": 0.041429999999999995,
"2Y": 0.04102,
"30Y": 0.044386999999999996,
"3M": 0.03689999999999993,
"3Y": 0.04009,
"4Y": 0.040286999999999996,
"5Y": 0.040567,
"6Y": 0.040965,
"7Y": 0.041422999999999995
}
}
],
"valuation_date": "2026-03-31"
}
Response:
{
"curves": [
{
"currency": "USD",
"name": "USD_OIS",
"points": [
{
"date": "2026-03-31",
"discount_factor": 1.0,
"zero_rate": 0.03640328168050165
},
{
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"discount_factor": 0.9907671952587829,
"zero_rate": 0.03669504235623514
},
{
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"zero_rate": 0.038319489440113264
},
{
"date": "2026-12-31",
"discount_factor": 0.9701020749004321,
"zero_rate": 0.03973612079791812
},
{
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"zero_rate": 0.04054973897045594
},
{
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},
{
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"zero_rate": 0.04071572603125345
},
{
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"zero_rate": 0.0404803883515379
},
{
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"discount_factor": 0.921652389036661,
"zero_rate": 0.04017971568915848
},
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