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Is there any public data to get OIS for differal time (1d, 1W, 1M, …, 10Y)?

CME (as of now) also publishes it. Folder: ftp://ftp.cmegroup.com/irs/ file name: irs_close_quotes_OISUSD_YYYYMMDD.csv, e.g. 20200717 CURVE_NAME,TENOR,RATE USD LIBOR-OIS DISCOUNT CURVE,2 Years,0.0033500000 USD LIBOR-OIS DISCOUNT CURVE,3 Years,0.2200000000 USD LIBOR-OIS DISCOUNT CURVE,5 Years,0.2212830000 USD LIBOR-OIS DISCOUNT CURVE,10 Years,0.2172810000 ...

answered Jul 19 at 2:36

Dimitri Vulis

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Tag Info

New answers tagged ois

Is there any public data to get OIS for differal time (1d, 1W, 1M, …, 10Y)?

Tag Info

New answers tagged ois

Is there any public data to get OIS for differal time (1d, 1W, 1M, …, 10Y)?

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