New answers tagged quants
1
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
...
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