Emerging Market Swap Curve Fitter

Curated and crafted by Olivier Bonnemaison.

Explore the source code on GitHub .

API Endpoints

• Real-time curves: /curves/stream — Streams synthetic emerging market swap curves and polynomial fits via Server-Sent Events (not working on AWS Lambda).
• Real-time curves: /curves — get synthetic emerging market swap curves and polynomial fits.
• Health check: /health — Lightweight readiness probe indicating service availability.

Use the stream endpoint with an event source client to receive continuous updates. The response includes the current raw curve, the fitted polynomial, and metadata with timestamps.