iCDS: CDS Pricer

CDS Pricing · ISDA Standard

Free

The ISDA Standard CDS Model in your pocket — live SOFR / €STR / SONIA / TONA / AONIA curves across six regions. Free, open source, no tracking. iCDS is a free Credit Default Swap upfront fee calculator built on the official ISDA CDS Standard Model — the same pricing engine used across institutional fixed-income desks. Enter a quoted spread, coupon, recovery, notional, and tenor. iCDS computes the SNAC (Standard North American CDS) upfront charge live as you change inputs, with intermediate results alongside. WHAT'S INSIDE • ISDA CDS Standard Model (v1.8.3) compiled directly into the app • Live overnight reference-rate curves from five central banks: – USD SOFR (Federal Reserve Bank of New York) – EUR €STR (European Central Bank) – GBP SONIA (Bank of England) – JPY TONA proxy (FRED / St. Louis Fed) – AUD AONIA (Reserve Bank of Australia) • Six regional contracts: NA, EM, EU, Asia, Japan, AUS • Spread input via preset chips and a numeric keypad; cap raised to 10,000 bp for distressed credits • ISDA RFR test-grid validation across all five currencies • Three tabs: Fee, Curves, Info WHO IT'S FOR Quantitative finance students, fixed-income professionals, and developers exploring CDS pricing. Source is open under Apache 2.0. NOT FOR Booking, settlement, trading, or any decision with real money behind it. iCDS produces indicative pricing only — not financial, investment, or trading advice. Rates may be delayed; calculations use a flat overnight-rate discount curve, a standard simplification. PRIVACY No data collection. No tracking. No accounts. Reference rates are fetched live from public central-bank endpoints. LICENSE Source code: Apache 2.0. Pricing engine: ISDA CDS Standard Model Public License (© 2009 JPMorgan Chase Bank, N.A., developed with Markit). Not affiliated with, endorsed by, or sponsored by ISDA, Markit, JPMorgan Chase, or any rate provider.

Ratings & Reviews

  • 3.9
    out of 5
    17 Ratings

• Rebuilt UI in SwiftUI — clearer layout and faster interaction • Updated for iOS 16 and current iPhone/iPad models • Live overnight reference rates from five central banks (USD SOFR, EUR €STR, GBP SONIA, JPY TONA, AUD AONIA) • Six regional contracts: NA, EM, EU, Asia, Japan, AUS • Spread input via preset chips and numeric keypad; cap raised to 10,000 bp for distressed credits • "Documentation & Source" button on the Info screen • Apache 2.0 source license + full data-source attributions • New documentation site: jimzucker.github.io/iCDS

Version 3.01

The developer, iJaz Software, indicated that the app’s privacy practices may include handling of data as described below. For more information, see the developer’s privacy policy .

  • Data Not Collected

    The developer does not collect any data from this app.

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    Information

    Seller
    • James Zucker
    Size
    • 1.1 MB
    Category
    • Finance
    Compatibility
    Requires iOS 16.0 or later.
    • iPhone
      Requires iOS 16.0 or later.
    • iPad
      Requires iPadOS 16.0 or later.
    • Apple Vision
      Requires visionOS 1.0 or later.
    Languages
    • English
    Age Rating
    16+
    Copyright
    • © 2009-2026 James A. Zucker
  • Developer Website
  • Privacy Policy

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