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Hello, I am working on OIS data. Would you be able to point me to the fields regarding additional contract details? For example, I would need to know when the exact settlement day for the OIS 1M, OIS 2M, etc is. But also, I would need to know how many days and what happens if the day is a public holiday / weekend. I tried…
Hi, I need the correct RIC Code to fetch MIBOR ON Rate and MIBOR OIS Swap curve from Refinitiv on a daily basis. This is needed for valuation of MIBOR OIS Swaps. The data model discovery tool had the following information.. INRONDFIX=FBIL represents the MIBOR ON Rate in Refinitiv & INRANONM1MFIX=FBIL represents the MIBOR…
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…
Hi, I am trying to retrieve historical levels of the curve <GBPOIS=>, but I am struggling. The answer to my previous question allowed me to do it for 0#GBBMK= by doing the following: df, e = ek.get_data(['0#GBBMK='], ['MATUR_DATE']) ric_list = df['Instrument'].tolist() df2, e2 = ek.get_data(ric_list, ['TR.MIDPRICE',…
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