Pull the live OIS curve. Reprice it yourself. In 30 seconds. No Bloomberg required.
Enter your swap terms. Get PV, DV01, and par rate — against the live OIS curve. Free.
Three moments where not having an independent curve costs you money, credibility, or sleep.
Your prime broker: "Wire $380K variation margin by 2pm." Your internal number says $340K. $40K gap. Who's right? You don't have the tools to check. You wire $380K and hope.
"How did you independently verify the fair value of your $200M swap portfolio?" You show PwC the bank's statement. They want YOUR valuation. You don't have one.
"What happens to our hedges if rates rise 100bp?" Your treasurer looks at last month's bank report. It's stale. The board wants a number. Now.
Every business day. USD SOFR OIS, EUR ESTR OIS, and EUR/USD cross-currency basis — derived from actual interbank swap trades reported to the DTCC. Published via API. Archived permanently.
Every line of code is open source. Bootstrap algorithm, day count conventions, interpolation — you can read it, fork it, verify it. No black box.
Send swap terms to our API. We return PV, DV01, stress P&L. Your number vs the bank's. Match → confirmed. Differ → you have a question to ask.
Reprice all three against one curve. See who's tight and who's padding.
Same OIS term structure via API. Build your risk dashboard. Cancel the Bloomberg seat.
Don't forward the bank's email. Give your own number. Verified against public data.
Today: no. With CheckMySwap: yes. Offer it as a premium service. New revenue stream.
One API call. Reproducible. Every client. 300 hours → 30 minutes.
Can you reproduce it? Now you can. Verify what the CCP charges you.
You're verifying bank marks — you shouldn't have to trust us either. Audit the code yourself.
The exact same algebraic formula used by QuantLib. Proven to match to machine epsilon (1e-16). Read it in Rust.
Real interbank trades. Dodd-Frank mandated. We filter upfront-fee trades and non-spot starts. Volume-weighted median at NY close. The methodology is in the code.
SOFR from the Fed. ESTR from the ECB. SONIA from the BoE. TONA from the BOJ. CORRA from the BoC. No third-party intermediaries.
Historical curves stored permanently. Reproducible. Any auditor can pull the curve for any date and reprice independently.
No subscription. No contract. Curves are free. Pay only when you price a swap.
Curves are always free. You only pay when you value a swap.
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