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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
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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.


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