One yield curve. Both counterparties read it. Valuations match by construction. No more disputes. No more reconciliation breaks. No more curve-driven reconciliation breaks.
Every bank builds its own curve. Two banks value the same swap differently. Then they pay Acadia to reconcile, TriOptima to compress, and Bloomberg for the curve. We eliminate the curve disagreement that makes all three necessary.
Both counterparties pull the same curve. Both compute the same PV. The margin call matches on the first attempt. Every time. No phone calls. No disputes.
Select currency, enter notional and tenor. Get PV, DV01, and stress P&L instantly. Add to blotter. Portfolio risk updates live. Front-office ready.
Today: 847 trades, 15% break rate, 3 weeks to resolve. With RateIndex: 847 trades, 0% curve breaks, done in seconds. Only real booking errors remain.
TriOptima runs quarterly because agreeing on valuations takes weeks. With a shared curve, valuations are pre-agreed. Compression becomes a daily optimization.
Custodians independently value derivative positions using the same public curve. Pension funds see both marks. If they differ, someone is wrong.
No trade data on-chain. No trade data in our API. Banks compute everything internally. We provide the curve. You keep your book.
Trader selects tenor and notional. System pulls live OIS curve, bootstraps discount factors, returns PV and DV01 instantly. Click to add to blotter. Portfolio risk updates in real time.
Both counterparties see the same fair value because they read the same on-chain curve. No more "my Bloomberg vs your Reuters" disputes.
| Tenor | Rate | DF | DV01 |
|---|---|---|---|
| 1Y | 3.630% | 0.964771 | 963 |
| 2Y | 3.670% | 0.930182 | 1,854 |
| 5Y | 3.700% | 0.834891 | 4,651 |
| 10Y | 3.970% | 0.677123 | 8,234 |
| 30Y | 4.450% | 0.270891 | 18,901 |
847 bilateral trades between two banks. Both pull the same curve at 16:15 UTC. Both compute MTMs independently. Submit hashes to MatchPoint. 100% match. Zero manual breaks.
Today with Acadia: 5-15% break rate, weeks to resolve. With RateIndex: 0% curve-driven breaks. Only real booking errors remain.
| Pair | Trades | Matched | Net VM |
|---|---|---|---|
| BNP ↔ DB | 142 | 142 | +2.3M |
| BNP ↔ GS | 89 | 89 | -1.1M |
| DB ↔ JPM | 203 | 203 | +4.7M |
| GS ↔ Barc | 167 | 167 | -890K |
| Total | 847/847 | Net: 5.0M | |
Parallel shifts, steepening, flattening, short-end shocks. All computed from the same curve with central-difference DV01. Zero-sum verified across the 5-bank network.
Every stress scenario is deterministic and reproducible. Regulators can independently verify by calling the same on-chain function.
| Scenario | BNP | DB | GS | JPM | Barc |
|---|---|---|---|---|---|
| +100bp | +7.8M | +5.0M | +855K | -4.4M | -9.2M |
| -100bp | -8.4M | -5.2M | -1.1M | +4.8M | +9.8M |
| Steep | +4.0M | -1.4M | +3.3M | -2.3M | -3.7M |
| Flat | -4.1M | +1.4M | -3.3M | +2.3M | +3.7M |
# Fetch live USD SOFR OIS curve curl https://rateindex-oracle.antoine-delorme.workers.dev/api/curves/USD # Response: real rates from FRED, updated daily { "currency": "USD", "date": "2026-03-19", "curve": [ { "tenor": "1Y", "rate": 3.630, "source": "FRED:DGS1" }, { "tenor": "5Y", "rate": 3.700, "source": "FRED:DGS5" }, { "tenor": "10Y", "rate": 3.970, "source": "FRED:DGS10" }, { "tenor": "30Y", "rate": 4.450, "source": "FRED:DGS30" } ] } # Price a 10M USD 5Y payer swap curl -X POST /v1/products/irs -d '{ "currency": "USD", "notional": 10000000, "fixed_rate": 0.037, "direction": "PAY" }' # → PV: +0 | DV01: 4,651 | Gamma: -2.68
One codebase compiles to on-chain program, API server, and browser SDK. The math is identical everywhere. Verifiable by anyone.