For a new project we need daily access to various central bank daily reference interest rates (avareges), including:
- Fed Fund Rate
- deposit facility rate
- SARON – Swiss Average Rate Overnight
- SONIA – Sterling Overnight Index Average
- ON Deposite Rate
- CORRA – Canadian Overnight Repo Rate Average
- AUD Overnight Deposit Rate
- TONAR – Tokyo Overnight Average Rate
What would be the most straight forward way to get this data as a file or via DSS Rest API? Which RICs should we use?
Thanks in advance!