Curves

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

frequently asked questions

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DIGITEC

DIGITEC GmbH
Krüsistrasse 7
22305 Hamburg
Germany

DIGITEC Ltd.
15-16 St. Helen’s Place
London EC3A 6DQ
United Kingdom

Contact

+49 40 23 77 60
info@digitec.de

Company

DIGITEC has been working with trading banks for more than 40 years. Clients include more than 40 global and regional banks in the Americas, Europe and Asia Pacific.

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