Curve & Risk

USD SOFR curve calibration, swap pricing and risk. Every number on this page comes from the pricing engine through the REST API.

Market

Zero rates, continuously compounded (%)
Curve as a table
Tenor (years)Zero rate (%)Discount factor

Book

TradeDirectionNotionalFixed (%)TenorPar (%)PV (USD)Description

Select a trade to see its risk and to run scenarios on it.

Risk

PV change for +1bp in each pillar's zero rate (USD)

Scenario

Risk Copilot