Stream Webinar: Introducing Empyrean Market Rate Service

Presented November 21st, 2023


Empyrean Solutions is releasing two new features for Empyrean customers, market rate services.

-The interest rate service includes month end and implied forward rates for the US Treasuries, Fed. Funds OIS, SOFR OIS, BSBY swap yield curves and a top analysts’ consensus forecasts of key U.S. interest rates.

-The volatilities service includes SOFR swaption and interest caps volatilities for term structure model calibration and valuation.