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Your bank says your swap
is worth -$4.2M.
Can you verify that?

Pull the live OIS curve. Reprice it yourself. In 30 seconds. No Bloomberg required.

EUR ESTR OIS Curve

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The problem

You receive marks you can't check

Three moments where not having an independent curve costs you money, credibility, or sleep.

Monday 9am

The margin call you can't explain

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.

With RateIndex: pull yesterday's curve vs today's. Reprice your book. Your number: $378,200. Broker was right. You pay with confidence — not on faith.
Quarter-end

The audit question you dread

"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.

With RateIndex: hand the auditor a report. Each swap repriced against the public OIS curve. Full audit trail. Every discount factor reproducible.
Board meeting

The question you can't answer

"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.

With RateIndex: stress your book live. +100bp → -$2.1M. Steepener → -$890K. Real-time. Not last month's snapshot.
How it works

Three steps. Thirty seconds.

01

We publish the curve

Every business day. USD SOFR from the Federal Reserve. EUR ESTR from the ECB. Published via API. Archived permanently.

02

You reprice your trades

Send swap terms to our API — or use the web pricer. We return PV, DV01, stress P&L. Same math as your bank.

03

You compare

Your number vs the bank's number. Match → confirmed. Differ → you have a question to ask. Either way, you know.

Built for

Anyone who receives a swap mark they can't verify

Pension Fund

Three banks. Three different marks. Same swap.

Reprice all three against one curve. See who's tight and who's padding.

Hedge Fund

SOFR curves + swap pricing. $49/month.

Same OIS term structure via API. Build your risk dashboard. Cancel the Bloomberg seat.

Corporate Treasurer

Your CFO asks what the hedges are worth.

Don't forward the bank's email. Give your own number. Verified against public data.

Custodian

"Can you verify Goldman's marks?"

Today: no. With RateIndex: yes. Offer it as a premium service. New revenue stream.

Auditor

300 hours rebuilding curves per audit.

One API call. Reproducible. Every client. 300 hours → 30 minutes.

Clearing Member

LCH sends a $4.7M margin call.

Can you reproduce it? Now you can. Verify what the CCP charges you.

Pricing

One plan. Everything included.

Less than a Bloomberg terminal. Less than a junior analyst. More than enough to verify every swap in your book.