Hi,
Are there any ric chains for FX rates per currency? e.g. I see there is ECBREF= for Euro rates. Is there an equivalent one for each major currency?
Thanks
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ECBREF= provides European Central Bank fixings. The availability of central bank fixings depends on the central bank. E.g. Central Bank of Russia fixings are available in RUBFIX=CBRF. Bank of Canada noon fixings are available from 0#CANOON=.
There are chains for interbank cross currency FX rates (calculated via spot rates), e.g. AUDX=, EURX=, CHFX= etc.
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