Valuation
Pricing Curve Reconciliation
Validate that yield curves, discount factors, and volatility surfaces align across systems.
See it in actionUSD SOFR Curve
Yield Curve Comparison
1 break
Tenor
Risk Engine
Admin
Status
1M
4.325%
4.325%
3M
4.412%
4.412%
6M
4.518%
4.518%
1Y
4.625%
4.625%
2Y
4.482%
4.479%
0.3bp
5Y
4.315%
4.315%
10Y
4.428%
4.428%
The problem
Even when positions tie, differences in yield curves or vol surfaces create silent PnL drift. Inconsistent curve inputs between front-office and accounting systems can drive unexplained NAV deltas.
1
What you're reconciling
Front-office risk engine Murex, Calypso, Summit
Fund administrator Accounting platform
Market data vendor Bloomberg, ICE, Refinitiv
2
Common breaks
Missing or extra tenor points
Stale curve dates
Interpolation or bootstrapping mismatches
Boagent advantage
Node-by-node, surface-point-by-surface-point.
Boagent compares every curve node and surface point across feeds, flagging any deviation beyond tolerance. Built for pure data alignment, not valuation logic—ideal for risk and accounting teams alike.
Request a demo