Curve Building Part 1: Single Currency Curve Construction

Curve Building Part 1: Single Currency Curve ConstructionCurve Building Part 1: Single Currency Curve Construction

Finastra’s new Pricing and Risk Metrics Guides are designed to give you the expertise you need to understand and build curves.

Part 1 of our Linear Interest Rate Series covering Single Currency Curve Construction explains how to:

  • Build your own curve so you are not reliant on third-party vendors
  • Be consistent in approach over different terms to make sure comparisons are fair
  • Mix instruments (for example, cash rates, futures and spreads between different curves) to build a curve

Designed for traders, risk managers and professionals responsible for model validation, this guide will help you understand how to build a multi-curve framework within a single currency, improving your risk understanding.

Download our guide now for an expert perspective on curve construction and to validate your own techniques.