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.
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.
Freeze what you assumed, exactly.
For each prospectus analysis, we capture a named snapshot: which datasets, which tenors, which calendars, and the exact values as of your reference timestamp. Snapshots are immutable once issued.
See the snapshot model →Link decisions to their context.
Each snapshot has a stable ID you can reference in reports, models, or downstream systems. When questions come up later, point to the snapshot—the assumptions are all there.
Learn about anchoring →Every snapshot is reproducible.
Each snapshot includes an Evidence Pack: dataset sources, retrieval timestamps, methodology notes, known gaps, and instructions for reproducing the context—so anyone can verify later.
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.Try it with a prospectus
Create a market context snapshot in five steps.Choose your datasets
Identify which rates, curves, and calendars matter for your analysis—SOFR, treasuries, swap curves, policy calendars, or others.Set the reference timestamp
Specify when the context should be frozen—typically the date you're analyzing the prospectus or making a decision.Select the jurisdiction
Tell us the currency or region—USD, EUR, GBP—so we pull the right datasets and benchmarks.Review the snapshot
We generate the snapshot with all included data, assumptions, and known gaps. Review before it's finalized.Get the snapshot ID
Once issued, you receive a stable snapshot ID and Evidence Pack. 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 evidence pack?
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.