Interest Rates Data

Market Data

Mat. Month	Mat. Timestamp	Rate %

Last updated:

Oracle Data on Blockchain

Maturity	Rate %	Risk Threshold

...

Pricer & Risk Engine

Forward Rate Agreement (FRA) Parameters

Days to Maturity

Set how many days to maturity of the Forward Rate Agreement (FRA)

Interest Rate

Contracted Rate of the Forward Rate Agreement (FRA)

Notional in USD

Set the amount to which the Interest Rate is applied

Market Rate %

Risk Threshold %

FRA Payment at Maturity $

FRA Market Value $

Risk BP01 Sensitivity

Initial Margin $

Total Margin Requirement $

Pricer API:

https://blockmargin.app/api/pricer

Body Example:

{
							daysToMaturity: 110,
							notionalUSD: 100000,
							instrumentRate: 4.00,
						}

Headers:

{'Content-Type': 'application/json'}