Exchange Data International (EDI), a provider of global security corporate actions, pricing, and reference data services, has launched a Reference Rates and Yield Curve Service.

Reference Rates provides 700-plus reference rates globally with historical data coverage going back to 2010. The service can be utilised to determine interest rates for financial instruments including floating-rate notes and interest rate swap fixings. EDI offers Interbank and benchmark Reference Rates data for 53 currencies, including Euro legacy ones.

The Yield Curve Service provides a term structure of interest rates under various scenarios, including IBOR discounting, OIS discounting, and use of Risk-Free Rates (“RFR”). The service provides data including quoted bids and asks on global interest rate swaps and basis swaps, implied zero-coupon yields and discount factors, cap/floor volatilities, and swaption volatilities.