For liquid markets, HedgeOne provides a model to build two major and several secondary curves.
For the listed and OTC option markets, HedgeOne provides methods to build volatility curves.
For high yield bonds, HedgeOne's index model calculates spreads according to industry, coupon and maturity.
HedgeOne's curve builders play a central role in marked-to-market analysis.
CMT Curve
Swap Curve
Muni Curve
CPI Curve
Prime Curve
CBOT Volatility Curve
CME Volatility Curve
Bond Index
HedgeOne provides models to build interest rate and volatility curves.