Cross-Currency Yield Curves

Ready-to-use yield curves for cross-currency swaps offers straight forward and working solution, if the Treasury Management System does not natively support curve building.

Our solution has been in production with multiple clients several years now.


The framework includes discount curves for the following currencies:

Each discount curve is based on several rate sets, which makes curve building complex process and so it is rarely supported by any Treasury System., e.g.


To create floating leg future cash flows, see our Raw Data and Advanced Rate portfolios.