hedged.financeLaunch app
Sections
Pricing
How the fixed rate is builtForward rate & volatility
Risk & positions
Risk (PV01 / DV01)Mark-to-market & early exitCashflows & accruals
Swap markets
Swap market mechanicsTerm curve & volatility bandProtocol-wide stats
Reference
Fees, formatting & conversionsGlossary of parameters

Protocol-wide stats

Headline numbers on the swap markets pages, aggregated across every open swap market. The landing page no longer shows them — it ships fixed illustrative content (see `landing/static-data.ts`).

TVL, open interest, curve source, margin
TVL = Σ pool.capital, all open poolsOpen interest = Σ pool.deployedNotionalCurve source = single deepest swap market by capitalMargin = fixed − variable, per tenorlib/chain/pool-summary.ts · app/api/pools/route.ts