ALM DataHub
by Genixus Labs
UK actuarial market data - gilt curves, SONIA, PRA spreads, inflation, life tables - in Excel.
ALM DataHub puts UK actuarial and fixed-income market data inside Excel as native ALM.* worksheet functions - 48 functions across 19 series, drawn from the public publications of the Bank of England, the ONS, and the PRA, parsed and kept current on each regulator's own publication schedule.
WHAT YOU CAN PULL
- Yield curves: Gilt nominal, SONIA OIS and implied inflation curves (spot and forward), plus Solvency II risk-free term structures for the UK, EU, US and Canada. Gilt history back to 1970.
- Smith-Wilson fits: fit a curve in one formula with ALM.SW_FIT, then read interpolated spot rates, discount factors, full monthly curves to 60 years, and complete fit diagnostics. Alpha, UFR and day count are yours to set - every parameter explicit and reproducible.
- Rates and FX: SONIA, Bank Rate, the SONIA Compounded Index, the Sterling ERI, and 22 sterling FX pairs.
- Inflation: RPI, CPI, CPIH and RPIX index levels with official year-on-year rates. RPI back to 1948.
- PRA fundamental spreads: Matching Adjustment inputs by credit quality step, tenor, currency and sector, with the full component breakdown (PD, cost of downgrade, LTAS floor).
- Life tables: ONS national period life tables - qx, lx and ex by age, sex and rolling three-year period.
BUILT FOR ACTUARIAL WORK
Functions are vectorised: pass one date for one value, or point a formula at a column of dates and results spill automatically. Discovery helpers (ALM.LATEST_DATE, ALM.AVAILABLE_SERIES) tell you exactly what data exists before you ask for it. Every function is documented in the task pane with typed parameters and examples.
HOW IT WORKS
Sign in once from the task pane. Formulas resolve through batched calls to a secure REST API - a large workbook refreshes in a handful of requests. The same subscription includes the REST API and Power Query templates, so the data that drives your spreadsheets can drive your Python, R, or Power BI work too. No usage telemetry: what you query is your business.
GETTING STARTED
Start a 14-day free trial at almdatahub.com - full functionality, nothing held back. After the trial, GBP 79 per user per month or GBP 790 per year.
App capabilities
- Can read and make changes to your document
- Can send data over the Internet