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lucio.fiorin avatar image
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Canadian Dollar Zero Coupon Yield Curve

I am trying to get data for the Canadian Dollar Zero Coupon Yield curve with OIS Discounting.

I see that I can get data (for example getting the 1Y point) using the RIC "CAD1YZ=R". This however, does not use OIS discounting.

I can also see that I can get data using OIS discounting, for example "CAD1YOIS=", but this is does not have a Zero Coupon Yield.
Is there a way to get a curve that combines both? As an example, for USD the equivalent curve point would be "USDSROIS1YZ=R"

#contentforexzero-curveyield-curve
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Jirapongse avatar image   Jirapongse

@lucio.fiorin

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in answering your question?

If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS


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Jirapongse avatar image
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@lucio.fiorin

Thank you for reaching out to us.

I found this one: CADOIS1YZ=R.

1693972195362.png

However, please contact the content support team directly via MyRefinitiv to confirm this RIC.


1693972195362.png (28.6 KiB)
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