Bloomberg ref

spinoza · March 11th, 2005, 8:50 am

Hi, i'm looking for historical data on basis swap EONIA / EURIB.Does any one know the bloomberg code ?Thx

olaolson · March 11th, 2005, 9:00 am

Have you asked the helpdesk? (Help Help)

silvione · March 11th, 2005, 1:08 pm

eonia index gofor other rates try btmm go

spinoza · March 14th, 2005, 1:38 pm

thx but this is not working for basis swapsi want to have the basis for a swap eurib/eonia

Joshua2004 · March 15th, 2005, 4:45 pm

Are you talking about EURIB swap or EONIA?if you try SWDF EUR you will find swap curves including EURIB and EONIAAs I know there is no direct basis curve quoted between these two. You have to strip the curves to get it. But roughly it is the dfference of the rates

spinoza · March 17th, 2005, 12:55 pm

Thx a lot joshua,i think that the difference is max 6bp for long maturities

DominicConnor · March 17th, 2005, 2:25 pm

Though you may need to look elesewhere for a longer historial db.