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Streamline your valuation and reporting workflows with accurate, end-of-day interest rate curves delivered directly into Excel. Complete with discount factors, PVBP, and full market conventions.
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Seamlessly pull end-of-day par rate curves, discount factors, and PVBP directly into Excel, ready for valuation, reporting, and analysis.
Each curve includes day count, compounding, index frequency, and timestamp, ensuring auditability and alignment with internal models.
Easily configure currency, curve type, and date. Then update your workbook with one click to keep valuations current and consistent.
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Manual refresh is available with one click. Auto-refresh can be enabled via Excel macros or workbook-specific logic if needed.
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Each insert includes par rates, discount factors, PVBP, and full market conventions (day count, frequency, etc.).
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Yes, the Derivox Excel Add-in can be installed directly from Microsoft AppSource or via Excel's “Get Add-ins” menu. Once installed, it appears in the ribbon and opens a task pane where you can configure and fetch curve data.
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Yes, the task pane lets you filter by currency, curve type (e.g., OIS, IBOR, ARR), and valuation date. This gives you full control over which data you bring into your spreadsheet.
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Yes, but each user will need their own Derivox API key to fetch live data. Alternatively, you can share static exports or embed values directly after insertion. We recommend each user has their own API key for security, auditability, and optimal support.
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Yes, all curves retrieved via the Excel Add-in are IFRS-compliant, and include the necessary inputs and conventions used in accounting, hedge effectiveness testing, and regulatory reporting.