Term structures and spot prices
Nexus bootstraps interest-rate curves for Brazil, the United States, Japan and the Euro area, and derives spot prices for covered FX pairs and Brazilian treasury bonds (NTN-F, LTN).
Products / Real-time Pricing & Data
Nexus
Nexus constructs rate, forward, volatility and correlation curves providing a continuous feed of prices to your pricing, risk and execution tools a shared, continuously refreshed market view.
Request a DemoNexus is a pricing and forward curves engine that ingests market data from multiple validated sources, applies pre-programmed construction algorithms to propose an optimal curve path, leaving room for the user's own market-view adjustments, and publishes a continuously refreshed surface of rate, forward, volatility and correlation curves. Beyond curves, Nexus derives spot prices for covered FX pairs and Brazilian treasury bonds (NTN-F, LTN). Every output is fully traceable to its inputs; Nexus also plugs directly into OctaX.PRO so your desk can distribute pricing and execute algorithmically without rebuilding the curve layer.
FX and commodity forwards
Building on rate curves and market data, Nexus constructs forward curves for the four BRL parities (USD/BRL, EUR/BRL, GBP/BRL, JPY/BRL) and agri-commodity underlyings, each following the path proposed by the construction algorithm.
Volatility and correlation surfaces
Nexus fits implied volatility surfaces for covered currencies and commodities and computes cross-asset correlation estimates, the calibrated inputs options pricing, scenario analysis and risk require.
From market feeds to a complete curve surface, every update.
STEP 01 — INGEST
Market data
Nexus ingests exchange futures (vertices), reference rates and contributed fixings simultaneously.
STEP 02 — CONSTRUCT
Rate curves
Bootstrapping routines build sovereign and interbank yield curves for each covered market, the rate foundation that forward and volatility construction depends on.
STEP 03 — CONSTRUCT
Forward & vol surfaces
Forward curves for FX parities and commodities, and volatility surfaces for covered underlyings, are calibrated on top of the rate curves, rebuilt at every market move.
STEP 04 — DISTRIBUTE
Distribution
The full curve set streams to downstream consumers, pricing engines, risk systems and execution platforms. Nexus also feeds OctaX.PRO directly, which distributes the curves and executes off them for pricing and algorithmic eSales.
One engine. Multiple curve families.
FX · Fixed Income · Commodities · Multi-Market
Rates, Forwards & Spot
Nexus builds interest-rate curves for four markets, forward curves for the four BRL parities and agri-commodity underlyings, and derives spot prices for covered FX pairs and Brazilian treasury bonds (NTN-F, LTN).
Volatility & Correlation · Multi-Asset
Vol & Correlation Curves
Nexus fits implied volatility surfaces for covered currencies and commodities, and computes cross-asset correlation estimates, the calibrated inputs that options pricing, scenario analysis and portfolio risk tools require.
Built for the analytics layer.
Pricing Infrastructure
A shared curve surface for the whole stack
Pricing models, OMS systems and auto-quoting engines all draw from the same Nexus curve set, so every tool on the desk operates from a single, reconciled view of rates, forwards and volatilities.
Risk & Valuation
Mark-to-market with a traceable baseline
Risk systems and valuation teams consume Nexus curves directly for intraday MtM and scenario analysis, each mark fully traceable to the market data that produced it.
Hedging & Execution
Curves that feed execution decisions
Execution and hedging engines consume Nexus forward and rate curves as their analytical input, enabling algorithmic decisions without each system maintaining its own independent curve infrastructure.
Nexus is a curve infrastructure layer to eliminate the burden of building and maintaining independent curve models across your stack, giving pricing, risk and execution a shared analytical foundation they can all depend on.
Covering the curves that matter across rates and forwards.
Exchange Market Data
- Currency futures across markets
- Forward-Agreement Rates
- Structured USD Rollover
- Interbank deposit futures
Currencies and Interest-Rate Curves
- Brazil (PRE, cupom cambial)
- Colombia
- South Africa
- Malaysia
Commodity Forwards
- Corn (CORN)
- Soybean (SOYBEAN)
- Wheat (WHEAT)
- Coffee (COFFEE)
- Sugar (SUGAR)
However your stack consumes curves.
REST API, feed
Snapshot | Intraday | Historical
CSV / JSON export
OctaX.PRO, pricing distribution & algorithmic execution (eSales)
Request a Demo or Talk to our Team
Tell us what you're interested in and we'll connect you with our team.