Available from Xignite, Inc.
Real-Time Interest and US Treasury Rates Swap Benchmark API
This API offers real-time and historical US Treasury and LIBOR-based swap and forward rates. The US Treasury rates data provides real-time treasury prices and yields for various maturities of T-Bills, T-Notes and T-bonds. Swap rates data include rate quotes and yields for OTC LIBOR-based interest rate swaps in many traded currencies as well as swaption data. You can also use API to chart US Treasury rates and swap yield curves for easy viewing and comparisons.
•Real-time US treasury rates for one, three, and six-month benchmarks and one, two, three, five, seven, ten, twenty and thirty year benchmarks
•Real-time and historical interest rate swap (IRS) rates for more than 20 currencies.
•Historical swap rates by date or date range
•Real-time swaption data in USD or EUR
•Forward rate agreements
•Swap rates and swaptions by individual maturity or as a complete family
•Customized historical charts or yield curves for each rate