Create your own individual models

D3 curves enables you to master the challenges of today’s complex and ever-changing yield curve modelling world in a whole new way. Select from a wide variety of market instruments to create your own individual models using the latest frameworks and market standards.

Since all the hassle of dealing with date conventions and model implementations is handled under the hood, you can focus on your main task: the construction. Coupled with a vast number of flexible interpolation methods, D3 curves allows you to easily create optimal and smooth discount and forward curves.

Key Features

  • Adjust your model at arbitrary points in time.
  • Model turn-of-the-year effects as easily as quarterly and central bank meeting jumps through either manual or automatic inclusion.
  • Tailor your models to current market observations with arbitrary synthetic market quotes and custom instruments to create an edge over conventional frameworks.
curves Screenshot

Monitor your curves in real time and react to any market changes in an instant. The cutting-edge user interface allows you to examine your models not only from multiple visual perspectives, but also through the stages of the construction process.

These approaches reflect the implications of your design decisions precisely and intuitively. Paired with a powerful streaming API your clients gain continuous access to your curves while simultaneously giving you complete confidence in the correctness of your prices.

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Get quickly answers of most frequently asked questions about D3 pricing engine.