This web service is designed to provide real-time Interest Rate Options pricing. The BGCantor Interest Rate Options dataset includes the following:
Swaption ATM Straddle Lognormal Volatility (GetSwaptionATMLognormalVols)
- United States Dollar (USD)
- Great Britain Pound (GBP)
- Euro (EUR)
- Japanese Yen (JPY)
Swaption ATM Straddle Normalized Volatility (GetSwaptionATMNormalVols)- United States Dollar (USD)
- Great Britain Pound (GBP)
- Euro (EUR)
- Japanese Yen (JPY)
Swaption ATM Straddle Premiums (GetSwaptionATMPremiums)- United States Dollar (USD)
- Great Britain Pound (GBP)
- Euro (EUR)
- Japanese Yen (JPY)
Cap/Floor Volatilities (GetCapFloorCapFloorVols)
- United States Dollar (USD)
- Great Britain Pound (GBP)
- Euro (EUR)
- Japanese Yen (JPY)
Cap Premiums (GetCapFloorCapPremiums)
- United States Dollar (USD)
- Great Britain Pound (GBP)
- Euro (EUR)
- Japanese Yen (JPY)
Floor Premiums (GetCapFloorFloorPremiums)
- United States Dollar (USD)
- Great Britain Pound (GBP)
- Euro (EUR)
- Japanese Yen (JPY)
Swaption Skews (GetSwaptionSwaptionSkews)
- Euro (EUR)
- United States Dollar (USD)
- Great Britain Pound (GBP)
- Japanese Yen (JPY)
Daily pricing coverage is subject to market liquidity.
This web service supports the following operations:
* For demo purposes only | 
