Where to get Forward curves

CO2 · April 10th, 2012, 7:03 pm

I am looking for providers of forward curves for USD and EUR. I could calibrate it myself but in this case I need Swap, OIS and FRA data feeds... which I do not have access to. Would anyone please recommend something useful, some good sources?Regards, Vadim A.

seventwooff · April 11th, 2012, 8:03 am

FWCV<GO> on BBG

CO2 · April 11th, 2012, 11:48 am

How about some cheaper alternatives?

CO2 · April 11th, 2012, 6:11 pm

Anyone else please?

Martinghoul · April 12th, 2012, 6:53 am

Well, it's reasonably easy to get some of the data that would allow you to build daily closing curves. Fed H.15 table, as well as the exchange-published closes for futures, both come to mind. For a complete set of live and close data I don't really know of an alternative to Bloomberg/Reuters.

tags · April 12th, 2012, 9:20 pm

please, have a look at Wikiposit, Term Structures > Currencies