Rates & Capital Markets

What's in this dataset #

Full SOFR curves (30-day to 120-month), daily UST rates, swap rates, corporate yields, pre-computed derivatives, and an indicative agency multifamily debt rate sheet derived from public Freddie K/SB-Deal Offering Circulars — your AI gets the exact numbers it needs to size a loan or price a deal, not a stale blog post from 6 months ago.

Capabilities at a glance #

• POST /v1/analyze — Complete capital markets snapshot — Treasury yields, SOFR curve, swap rates, market indicators, AI summary, and indicative agency MF loan pricing block
• GET /v1/sofr-forward-curve — 121-point SOFR forward curve with key points and market-implied expectations
• GET /v1/treasury/history/{tenor} — Historical daily Treasury yields for one tenor (1M–30Y)
• GET /v1/sofr-swap-rates — Current SOFR par coupon swap rates for 10 tenors with CRE context
• GET /v1/market-rates — Latest values for 9 market indicator series with derivatives
• GET /v1/cre-rate-sheet — Agency multifamily indicative rate sheet — term × LTV grid built from Freddie K/SB-Deal Offering Circulars with per-bucket spread distributions, confidence labels, and honest data-source framing
• GET /v1/cre-debt/agency-mf/example-deals — Recent Freddie K-Deal & SB-Deal examples with pool summary and Top-10 underlying loan rows from the public Offering Circular

Example queries #

What's the current SOFR forward curve?

Pull the full capital markets snapshot

10Y Treasury history since 2024

What's today's agency multifamily indicative pricing?

Show me the most recent Freddie K-Deal example with its top-10 loans

Full reference #

Reference documentation coming soon.

Skills powered by this dataset #

No published skills tag this dataset yet — but every skill in the Hub can call it directly via MCP or REST.

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