Available
Prospectus Market Context Snapshot
Freeze the market context you relied on when analyzing a prospectus. Rates, curves, and calendars—captured with timestamps and evidence so you can explain your assumptions later.
Provenance Receipt
AI Output
$2.47B adjusted NAV
2025-06-14 09:41 UTCTransform
Weighted average
847 positionsTransform
Normalized to USD
ECB daily fix rateSource
SEC EDGAR 10-K
CIK 0001234567Source
FRED SOFR rates
SOFR.2025-06-13Provenance verified5 nodes · 2 sources · full chain
What you get
This outcome captures and preserves the external market context that existed when you analyzed a prospectus or offering document—rates, curves, regimes, and calendars—so your conclusions remain explainable and reproducible.
How it works
We pull from public macro and rates datasets, freeze them at a specific timestamp, and package them into an immutable snapshot with full lineage—ready for your analysis.
Data sources
We pull from authoritative public sources: SOFR (term & overnight), SONIA, €STR, Treasury yields, swap curves, and policy calendars. Each dataset includes source citations and latency notes.Creating snapshots
You specify a reference timestamp and which datasets matter for your analysis. We capture the context, validate consistency, and issue an immutable snapshot with a stable ID.01"Capture the USD rates context as of this date for my prospectus analysis."
02"Create a snapshot with SOFR curves and Fed calendar for Q2 2025."
03"Show me what rates looked like when we analyzed this offering."
04"Generate a reproducible context artifact I can reference in my model."
Explicit assumptions. Reproducible context. No hindsight bias.
Try it with a prospectus
Create a market context snapshot in five steps.1
Choose your datasets
Identify which rates, curves, and calendars matter for your analysis—SOFR, treasuries, swap curves, policy calendars, or others.2
Set the reference timestamp
Specify when the context should be frozen—typically the date you're analyzing the prospectus or making a decision.3
Select the jurisdiction
Tell us the currency or region—USD, EUR, GBP—so we pull the right datasets and benchmarks.4
Review the snapshot
We generate the snapshot with all included data, assumptions, and known gaps. Review before it's finalized.5
Get the snapshot ID
Once issued, you receive a stable snapshot ID and provenance record. Reference it anywhere you need to anchor your analysis.Common questions
What do you mean by "market context"?
Market context is the set of rates, curves, calendars, and macro data you implicitly rely on when analyzing a prospectus—SOFR, treasury yields, policy calendars, etc. We make those assumptions explicit and reproducible.What datasets can I include?
Standard options include SOFR (term & overnight), SONIA, €STR, Treasury yields, swap curves, and central bank policy calendars. Additional datasets can be added based on your needs.What's included in the provenance record?
Each snapshot includes dataset source citations, retrieval timestamps, transformation notes, curve construction logic (if applicable), known limitations, and instructions for reproducing the context.Can I compare snapshots?
Yes. Snapshots are immutable but can be compared. You can see how market context differed between two analysis dates or decision points.How is this different from market data vendors?
Market data vendors provide live or historical data. We capture, freeze, and guarantee a specific context state with full lineage—optimized for reproducibility and audit, not real-time analytics.What happens after the evaluation?
We review the snapshot, evidence quality, and your use case with you. If it's a fit, we propose ongoing context services for your analytics workflow.Why teams use this
Prospectus analytics platforms answer 'what does the document say?' This outcome answers 'what market environment were we assuming?'—and proves it later.
01
Replay past analyses
Months later, you can reproduce the exact context that existed when you made a decision—no guessing what rates you assumed.02
Clean separation of concerns
Your analytics platform handles document interpretation. CMD+RVL handles context authority. Each does one thing well.03
Audit-ready documentation
Snapshots are designed for IC review, risk committees, and regulatory inquiries. Assumptions are explicit and traceable.Capital Markets & Trading
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Investment Banking
Risk Management & Compliance
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Learn more: DealCharts Case Study — How graph-powered lineage makes structured finance data explainable