Data for derivative pricing

[Markus Ausserhofer]

Hi everybody,

I am doing derivative pricing for accouting pruposes. This means mostly fair value pricing of (interest rate) swaps and bonds.

At the moment I am using Thomson-Reuters to get the necessary data, but I have the feeling that I am using only a very small part of the capacities of Reuters as I don't need real-time data and also only use "standard" data.

Is anyone aware of an alternative (more cost-efficient) data provider offering END-OF-DAY data on

• interest rates 1-, 3-, 6-, 12M-Libor Curves, OIS-curves, swaption and caplet implied volatilities for bigger currencies (mostly EUR, USD, CHF, GBP, but ideally also YEN, RUB, PLN, ...)
• historic quotes on
  • global equities of large to mid-cap companies,
  • largest indices,
  • Libor rates,
  • inflation and
  • commodities?

Thanks!

Best!
Markus