Create individual models

D3 Curves is a new approach to yield curve modelling. Users can select from a wide variety of market instruments to create individual models using the latest frameworks and market standards.

Offering multiple methods of flexible interpolation, D3 Curves allows the easy creation of optimal and smooth discount and forward curves.  Curves can be monitored in real time allowing instant responses to market changes.

The cutting-edge user interface allows users to examine models using multiple visual perspectives, and also through the stages of the construction process.

Paired with a powerful streaming API, your clients gain continuous access to your curves while simultaneously giving you complete confidence in the accuracy of your prices.

Key Features

  • Models can be adjusted at arbitrary points in time
  • Turn-of-the-year effects and special events can be modelled easily, either automatically or by manual intervention
  • Models can be tailored to current market observations with arbitrary synthetic market quotes and custom instruments, creating an edge over conventional frameworks
curves Screenshot

frequently asked questions