rics for overnight index swap - LSEG Developer Community

Chris He · 2020-09-16T14:15:46+00:00

Hi Everyone I am trying to source RICs of overnight index swap - for example USDOIS= or 1#USDOIS=, I get a lot of RICs like USD1MOIS, USD3MOIS, but the max tenor is 2Y. I'd like to find the tenor which is more than 2 years, then I find the ric "USD5YOIS=TREU", the fieldlist of "USD5YOIS=TREU" is quite different with the…

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