For SOFR/LIBOR Basis Swaps (USDSR3LBS=TPSR) Instrument type is Curve
What are the RICs for the individual data points on the curve?
Thank you!
--- Vadim Chapko
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For SOFR/LIBOR Basis Swaps (USDSR3LBS=TPSR) Instrument type is Curve
What are the RICs for the individual data points on the curve?
Thank you!
--- Vadim Chapko
Here's the list. If you're using Eikon, you can retrieve it into Excel using =TR("USDSR3LBS=TPSR")
USDSR3L3M=TPSR
USDSR3L6M=TPSR
USDSR3L9M=TPSR
USDSR3L1Y=TPSR
USDSR3L15M=TPSR
USDSR3L18M=TPSR
USDSR3L21M=TPSR
USDSR3L2Y=TPSR
USDSR3L27M=TPSR
USDSR3L30M=TPSR
USDSR3L33M=TPSR
USDSR3L3Y=TPSR
USDSR3L39M=TPSR
USDSR3L42M=TPSR
USDSR3L45M=TPSR
USDSR3L4Y=TPSR
USDSR3L51M=TPSR
USDSR3L54M=TPSR
USDSR3L57M=TPSR
USDSR3L5Y=TPSR
USDSR3L6Y=TPSR
USDSR3L7Y=TPSR
USDSR3L8Y=TPSR
USDSR3L9Y=TPSR
USDSR3L10Y=TPSR
USDSR3L11Y=TPSR
USDSR3L12Y=TPSR
USDSR3L15Y=TPSR
USDSR3L20Y=TPSR
USDSR3L25Y=TPSR
USDSR3L30Y=TPSR
USDSR3L35Y=TPSR
USDSR3L40Y=TPSR
USDSR3L45Y=TPSR
USDSR3L50Y=TPSR