rics for overnight index swap

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Question by Chris He · Sep 16, 2020 at 02:15 PM · eikon python eikon-data-api workspace refinitiv-dataplatform-eikon workspace-data-api rics fields ois

rics for overnight index swap

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 fieldlist of "USD1MOIS", does anyone can explain a little bit?

Thanks

Chris

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Answer 1 · 2020-09-16T15:28:50Z

REFINITIV

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Answer by chavalit.jintamalit · Sep 16, 2020 at 03:28 PM

Hi @Chris He

You can submit a ticket to Refinitiv Content Helpdesk at my.refinitiv.com/ to ask about content clarification.

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rics for overnight index swap

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