For SOFR/LIBOR Basis Swaps (USDSR3LBS=TPSR) Instrument type is Curve
What are the RICs for the individual data points on the curve?
Thank you!
--- Vadim Chapko
Upgrade from Eikon -> Workspace. Learn about programming differences.
For a deeper look into our Eikon Data API, look into:
Overview | Quickstart | Documentation | Downloads | Tutorials | Articles
For SOFR/LIBOR Basis Swaps (USDSR3LBS=TPSR) Instrument type is Curve
What are the RICs for the individual data points on the curve?
Thank you!
--- Vadim Chapko
Hello @vadim.chapko
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.
Thanks,
AHS
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
AHS
Here's the list. If you're using Eikon, you can retrieve it into Excel using =TR("USDSR3LBS=TPSR")
USDSR3L3M=TPSR
USDSR3L6M=TPSR
USDSR3L9M=TPSR
USDSR3L1Y=TPSR
USDSR3L15M=TPSR
USDSR3L18M=TPSR
USDSR3L21M=TPSR
USDSR3L2Y=TPSR
USDSR3L27M=TPSR
USDSR3L30M=TPSR
USDSR3L33M=TPSR
USDSR3L3Y=TPSR
USDSR3L39M=TPSR
USDSR3L42M=TPSR
USDSR3L45M=TPSR
USDSR3L4Y=TPSR
USDSR3L51M=TPSR
USDSR3L54M=TPSR
USDSR3L57M=TPSR
USDSR3L5Y=TPSR
USDSR3L6Y=TPSR
USDSR3L7Y=TPSR
USDSR3L8Y=TPSR
USDSR3L9Y=TPSR
USDSR3L10Y=TPSR
USDSR3L11Y=TPSR
USDSR3L12Y=TPSR
USDSR3L15Y=TPSR
USDSR3L20Y=TPSR
USDSR3L25Y=TPSR
USDSR3L30Y=TPSR
USDSR3L35Y=TPSR
USDSR3L40Y=TPSR
USDSR3L45Y=TPSR
USDSR3L50Y=TPSR