Reliable End-of-Day Interest Rate API for Pricing, Risk, and Compliance

Easily integrate accurate, end-of-day interest rate curves and historical data into your existing systems. Connect once, and distribute effortlessly. Keep every system aligned with reliable, IFRS-compliant data delivered exactly where you need it.

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Feature Overview
for the Derivox API

Comprehensive Curve Outputs

Each API response delivers par and forward rates, discount factors, and precomputed PVBP. Perfect for valuation and risk analysis.

Rich Market Metadata for Full Transparency

Each curve is enriched with metadata incl. day count convention, floating index and frequency, compounding method, source, and timestamp.

Secure JSON over HTTPS

Responses are delivered in lightweight JSON over HTTPS, ensuring secure, fast, and seamless integration into your systems.

Frequently Asked Questions for the Derivox API

What markets and currencies are covered?

We provide rates for major currencies including USD, EUR, GBP, CHF, JPY, CAD, AUD, DKK, NOK, SEK, HKD, SGD, CNY. Coverage expands based on client demand and regulatory requirements.

Do you provide par or zero curves?

We provide par rate curves, the most commonly used format for valuation. Each response also includes discount factors and precomputed PVBP for immediate use in pricing and sensitivity models.

Can I use the data across multiple systems?

Yes. Derivox offers a flat licensing model designed for corporate use, allowing internal redistribution of data across all your systems without per-seat or usage restrictions.

What data formats does the API support?

The API returns all data in lightweight, structured JSON format, making it easy to consume in any modern programming language or system.

What metadata is included with each curve?

Every curve includes full market metadata: day count convention, compounding method, frequency, floating index, curve type (e.g., OIS, IBOR), source, and timestamp, ensuring clear interpretability and compliance.

Do you offer a free tier or sandbox access?

Yes, we offer a sandbox environment with limited historical data and endpoint access, so developers can explore and integrate the API before committing to a license.