West African Capital Markets

Financial infrastructure for derivatives markets

Real-time yield curves, equity analytics, and quantitative pricing models for the UMOA zone — all in one platform.

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BRVM Composite

BRVM Equity Markets

Live prices from brvm.org · Historical charts from local data

Live All BRVM Equities
Cours historique

UMOA Treasury Yield Curves

Zero-coupon rates across 8 sovereign issuers

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Yield curve
Senegal
About the curves

Smoothed zero-coupon rates bootstrapped from UMOA sovereign bond auction data.

Smoothed ZC curve
Raw zero-coupon points
Source UMOA-Titres
Issuers 8 countries
As of Jan 2026
Method Nelson-Siegel

Everything you need to analyze and price derivatives

Built for quantitative analysts working on West African financial markets.

Equity Options Pricing

Price call and put options using Monte Carlo simulation or Binomial trees. Configure strikes, maturities, and volatility inputs interactively.

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Coming soon

Interest Rate Swaps

Value fixed-for-floating IRS using bootstrapped zero curves. Compute DV01, duration, and mark-to-market PnL across the swap lifecycle.

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Coming soon

Commodities Futures

Price agricultural and energy futures using cost-of-carry models. Supports convenience yield, storage costs, and seasonal adjustments.

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8 UMOA Countries
40+ BRVM Equities
3 Asset Classes
Derivatives Pricing Platform

Price any derivative in 3 steps

The first quantitative pricing tool built for WAEMU capital markets.

01

Observe the market

Consult live BRVM equity prices and UMOA zero-coupon yield curves to calibrate your inputs.

02

Create your account

Free sign-up in seconds. Your pricing history and parameters are saved automatically.

03

Run your pricing model

Monte Carlo or Binomial Tree for options. IRS and futures models coming. Get your theoretical price instantly.

Ready to price your derivative?

Access live market data and quantitative models in seconds.