Swaption Volatility Data | Credit Default Swaps (CDS) Data | Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management
Swaption Volatility Data Service provides clients with a daily source of independent interest rate volatility data for valuations, portfolio analytics and risk management calculations.
Sample AvailableLicense: Starts at; One-off purchase: $5,000/ purchase; Monthly License: Not available; Yearly License: $5,000/ year; Usage-based: $5,000
Starting Price
$5,000/yr
Update Frequency
Daily
Pricing Tiers
1
Regions
41
Quality SignalsC
Freshness
Recently enriched
Complete
75%
API
No API
Product Overview
Global Financial Reference and Pricing Data$
Offering: Comprehensive global end-of-day pricing, corporate actions, and fixed income reference data for portfolio valuation and tax reporting.
Best for: Back-office operations and portfolio managers requiring cost-effective, global coverage for tax reporting and valuation.
Benefits
- Extensive global exchange coverage across 170+ markets
- Specialized focus on corporate actions and cost-basis tracking
- Highly competitive pricing compared to premium terminal-based providers
- Flexible delivery via API
- FTP
- and S3 for seamless integration
Drawbacks
⚠ Lacks advanced real-time or tick-level data capabilities · ⚠ User interface and documentation are less polished than premium enterprise competitorsProduct Intelligence
Value Score
48
quality per $
Coverage
65
geo × freq × depth
Try-ability
25
ease of trial
Product Details
Use Cases
Interest rate derivative pricing | Portfolio risk management | Credit default swap valuation | Stress testing and scenario analysis | Regulatory capital reporting | Yield curve modeling | Hedge fund strategy optimization
Coverage
AustraliaAustriaBelgiumChinaCroatiaCzech RepublicDenmarkEstoniaFinlandFranceGermanyGibraltarGreeceHong KongIrelandIsle of ManItalyKorea (Republic of)LatviaLiechtensteinLithuaniaLuxembourgMalaysiaMaltaNetherlandsNorwayPolandPortugalRussian FederationSaudi ArabiaSingaporeSlovakiaSloveniaSpainSwedenSwitzerlandTaiwanThailandUnited Arab EmiratesUnited KingdomUnited States of America
Delivery
SFTP
Detected Use Cases
compliance regulatoryinvestment researchrisk management
Pricing Tiers
Starting at
$5,000/yr
UNKNOWNMEDIUM
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Web Authority
High Authority13 mentions·2 platforms
Academic Papers
11 × 8 pts+80
LinkedIn
2 × 2 pts+4
Evidence5 sources
Academic Papers
Analyzing the Impact of Credit Risk on BIST 100 Volatility ...
used to represent various aspects of credit risk, namely, Credit Default Swap (CDS) ... interest rate swaps LIBOR-discounted present value ...
Academic Papers
Table of Contents
Proxy Valuation, Risk Analytics, and Scenario Analysis ... The final class of swaps that we consider is the Credit Default Swap (CDS), which.
Academic Papers
The Impact of Credit Risk and Implied Volatility on Stock ...
This paper examines the possibility of using derivative-implied risk premia to explain stock returns. The rapid development of derivative markets has led to.
Data Dictionary
Expected fields and columns in this data product
About Swaption Volatility Data | Credit Default Swaps (CDS) Data | Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management
Swaption Volatility Data | Credit Default Swaps (CDS) Data | Interest Rate Volatility Data for Valuations, Portfolio Analytics & Risk Management is an alternative data product offered by Exchange Data International, available on datarade. Data is updated daily. Pricing starts from $5,000/yr.
Swaption Volatility Data Service provides clients with a daily source of independent interest rate volatility data for valuations, portfolio analytics and risk management calculations.
About Exchange Data International
Exchange Data International is a data provider & aggregator vendor based in UK. Exchange Data International (EDI) is a global provider of financial data, specializing in the collection, management, and distribution of securities data, including corporate actions, dividends, and r...