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Global Curves
Global curves from SQX offer up-to-date information from around the world. SQX zero-coupon curve coverage includes the full yield curve, from one month to long bond yields. We provide data from 70 countries, frequently including 1-, 3-, and 6-month money market maturities. By letting SQX gather information from 70 country-specific sources, you save hours
of work.
We won’t be your first provider of global yield curves.
But we might just be your best.
Corporate Curves
SQX daily-updated corporate curves provides you with everything you need for informed decisions. Our coverage includes a wide range of credit ratings, including AAA, AA, A, BBB, BB, B, and CCC. SQX corporate curves are fully transparent—we’ll always share the constituents of the curves you receive, so you know how the curve was created and what companies were included.
For corporate curves, the choice is clear.
SQX is your best bet.
Municipal Curves
With SQX muni curves, you get comprehensive information and timely updates. While most municipal curves have a black-box pricing algorithm, SQX’s muni curves are transparent and data-driven. We incorporate data from market activity, ensuring that our model accurately reflects all of the available information. We provide intraday updates on an hourly basis, so you're always receiving the freshest data available.
Our muni curve pricing tells you everything you want to know.
With SQX, you get the full picture.
Quoted Swap Curves
SQX offers quoted swap curves—a high-quality, independently sourced dataset built for analytics teams that need dependable yield curve inputs for pricing and risk. Unlike model-driven estimates, our curves are constructed from live dealer quotes and rigorously validated to ensure accuracy and completeness.
With data from around the world, seamless delivery, and full integration support, SQX quoted swap curves give you the precision you need, without any of the cost or complexity.
Swap-Implied Curves
SQX's swap-implied curves are designed to support valuation, risk management, and analytics across global fixed income markets. Built from the most liquid market instruments and constructed using a rigorous bootstrapping methodology, our curves provide accurate zero-coupon yields and discount factors you can trust.
With full transparency, global coverage, consistent delivery, and flexible support, SQX delivers reliable and cost-effective swap-implied curves.
FX Forward Curves
SQX’s FX forward curve data service supplies firms with a trusted, cost-efficient solution for accurate currency pricing from around the world. Built from live dealer quotes and rigorously validated for quality, our curves reflect real market conditions and support key workflows in valuation and risk. We cover FX forwards and spot rates, and our curves are always cost-effective and fully transparent.
With flexible formats and fast support, SQX makes it easy to integrate our high-quality FX forward curve data into your daily processes.
Credit Default Swap Curves (CDS)
SQX delivers credit default swap (CDS) curves that are designed for market participants who need accuracy, transparency, and speed. Our CDS curves are built from real dealer quotes, cleaned for outliers, and manually reviewed for accuracy. A proprietary composite method ensures each point reflects true market sentiment.
With daily delivery, extensive reference coverage, and detailed metadata mapping, SQX CDS curves are a powerful, reliable tool for valuation, risk analysis, and portfolio management.
