Thank you for your swift reply Martinghoul. How would I derive a stepped curve or deduce 'what's priced in' from the RIBA contracts?

<t>Hi, I have recently been looking at OIS and specifically the SONIA and EONIA curves to build a stepped OIS curve based on central bank meeting dates. This was relatively straightforward as Bloomberg handily publishes meeting date OIS. However, I am now trying to look to do the same with Sweden, b...