White Paper

Curve Building Part 2: Multicurrencies Curve Construction

Better curve knowledge is good for business. There’s a sharper focus on curves today from regulators and counterparts alike. Market participants need to be able to understand and explain how they arrived at rates and prices. Finastra’s new Pricing and Risk Metrics Guides are designed to give you the expertise you need to understand and build curves.

Curve Building Part 2: Multicurrencies Curve Construction

Default Finastra

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

Part 2 of our Linear Interest Rate Series covering Multicurrencies Curve Construction explains how to build a non-USD discount curve, which accounts for the cross-currency basis between two currencies.

Designed for traders, risk managers and professionals responsible for model validation, this guide will help you understand how to build a multicurrencies curve, improving your risk understanding.

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

You can see parts 1 and 3 of our curve building guide series here.

Get in touch
We are here to help your business reach its goals
Contact us