As some of your may know from my other posts, I am working on a Dynamic Nelson Siegel (DNS) based relative value trading model. On simulated data (which satisfies all the assumptions) of the DNS it worked well (unsurprisingly).
However I now need to get real data/results.
Part of the logic of the model is to look at the relative value of the most liquid points say 2,5,10y relative to all the remaining points.
So it's important that the zero coupon data represents ideally traded or at least traceable rates for all tenors rather than stale rates or even interpolated rates (as in this case I am just comparing different interpolation schemes!).
Does anyone know of a Bloomberg page that offers such rates? Or at least makes a distinction between which rates are real and which are interpolated?