swap-based zero curve historical data?

ck · May 11th, 2005, 5:58 pm

I've heard that Bloomberg reports the swap-based zero curve, but I couldn't find out its historical data.Could you please let me know where I can get the historical daily data of the zero curve based on swap rates, that is the zero curve stripped out of the swap rates using bootstrapping for example.Thanks in advance!

yl470 · May 13th, 2005, 11:26 am

HELP HELP to ask ADSK.I think those data probably can get from Excel API, it is based on currency, for example, USD Currency(swdf 23), I believe there is a field for spot curve. Try to use the field searcher to find it.