Tools & Technology
Stay ahead of the curve with access to our data, calculators, and software.
A powerful debt and derivatives platform
From in-depth analysis and scenario modeling to accounting workflows, valuations, and reporting, our technology helps you get the best execution on your transactions.
Market rates and calculators
U.S. Market Rates
Current and historical US swap rates, treasury yields, Fallback Rate (SOFR), SOFR, Term SOFR swap rates, SIFMA, Fed Funds, Prime, and other interest rate risk benchmarks.
U.S. Forward Curves
View Term SOFR, Fallback Rate (SOFR), and Treasury forward curve charts or download the data in Excel to estimate the forecasting or underwriting of monthly floating rate debt.
Interest Rate Cap Calculator
Estimate your costs of hedging floating rate debt with Chatham's interest rate cap pricing calculator. Simply enter the notional amount, term, and cap strike price for indicative pricing.
Get an estimated defeasance cost in minutes with Chatham's free and confidential defeasance calculator – no email address required.
Yield Maintenance Calculator
Estimating your prepayment costs is quick and easy with Chatham's free yield maintenance calculator – get an estimate in minutes with no email address required.
European Market Rates
View current and historical rates EURIBOR, SONIA, and Gilt indices plus EURIBOR, SONIA, STIBOR, CIBOR, NIBOR, WIBOR, and PRIBOR swap rates.
European Forward Curves
Access current 1-month, 3-month, and 6-month EURIBOR and SONIA forward curves to calculate potential rates of return or to underwrite floating rate debt, hedges, and leases.
Canadian Market Rates
View current and historical 10-year Government of Canada bond yields, benchmark CAD swap rates, and CDOR rates of various tenors.
Canadian Forward Curves
View or download our 1-month and 3-month CDOR forward curves, which represent the market’s expectation of future fixings of each respective Canadian Dollar Offered Rate.
Check current and historical foreign exchange rates for some of the most heavily traded currency pairs in the world including EUR-USD, GBP-USD, and more.
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Contact us to learn more about how Chatham’s technology can help you manage financial risk.