Date specific historical lookback and compare in curve chart.

Discover how forward, swap or yields curves reacted to historical events such as ECB announcements, inflation news and market incidents on specific dates. The date-specific lookback allows you to uncover movements and shifts in the curve for a particular day in question and enables you to pinpoint your preferred point in time.

In this example, we see the German yield curve and how it reacted to the ECB announcement January 21, 2021 in green with a slight shift compared to the current view from the Last curve in blue.

You can apply the date-specific compare function by selecting the "Date" checkbox in the bottom right corner in any curve chart to discover shifts in IR swap curves, FX Forward curves, CDS curves and so on.

Interest rate swap curve in euro on March 12, 2020, when WHO declared COVID-19 a global pandemic compared to the current Last value (in this case February 21, 2021).