Zero-coupon and forward curves are calculated daily basis from predefined swap curves.
As OIS discounting will be required more often and should always be used with forward starting swaps.
At the moment, all daily published zero and forward rates are based on OIS discounting, and dual curve bootstrapping is used.
In case of need also standard bootstrapped curves and forward curves can be published.
Calculated curves are available in selected compounding (monthly, quarterly, semi-annual or annual) and basis (ACT/360, ACT/365, 30E/360, 30A/360 or 30G/360)
Curves are available in any currency and basis if needed Raw data is available.
Please contact us if you have any questions concerning available information or data usage.