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Delta One


Published by: Octavus Limited
Categories: Science & Statistics, Mathematics, Business and Finance, Capital Markets
Date added: 1/8/2013
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Rates and yields derived from real market data. All working bids, offers and trades for vanilla options, synthetic forwards and boxes are used to imply the rates and yields used by the market at any given time. The dataset consists of zero and forward interest rates, discount factor, zero and forward dividend yields, implied forward and dividend index points for a particular time and spot reference for each index. See the support website for full description of methodology and daily statistics of model calibration quality.

We have encountered an issue connecting to the service. If the problem persists, please contact us. Single User License Agreement IMPORTANT: Each copy of this data product is distributed by subscription only to users for use on the terms and conditions set forth in this License Agreement. BY USING THIS DATA PRODUCT, YOU ACCEPT THE FOLLOWING TERMS AND CONDITIONS OF THIS LICENSE AGREEMENT. By subscribing to this data product, you agree to these terms. TERMS AND CONDITIONS OF SUBSCRIPTION: This data product is intended for use by the original purchaser only on an enterprise basis. Lawful users of this data product are licensed only to transfer the data provided by to their internal network infrastructure. YOU MAY: Use this data on any compatible computer at your place of business. YOU MAY: Store this data in a database and make it available to all employees in your organisation. YOU MAY: Use this data to derive other data for whatever purpose so long as it is not possible to reverse engineer the data in any way. YOU MAY NOT: Distribute, rent, sublicense, transfer, lease, or grant the data or its documentation to any other person or entity outside of your organisation. YOU MAY NOT: Provide use of this data on the Internet, in a computer service business, on a network, in an interactive cable television system, or in a multiple use agreement with users who are not individually licensed to use this data. Failure to comply with any term of this License Agreement terminates your right to use the data. THIS DATABASE PRODUCT IS LICENSED BY ON AN "AS IS" BASIS. iDeltaOne EXCLUDES ANY AND ALL IMPLIED WARRANTIES, INCLUDING WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE AS TO THIS PRODUCT. IN NO EVENT WILL BE LIABLE FOR DIRECT, INDIRECT, INCIDENTAL, OR CONSEQUENTIAL DAMAGES, INCLUDING BUT NOT LIMITED TO LOSS OF PROFITS. IN THE EVENT THE DATA IS INACCURATE.

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