Calculate Caplets volatility surface using RDP Surfaces IPA with user inputs

anass.yazane.1

dear developer community

i have a question regarding the use of RDP Surfaces IPA (https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/surfaces).

indeed, the IPA accpet as parameter to specify a source, i'm wondering if rather than indicating a contributor source if it's possible to specify as input a user volat surface to be stripped.

many thanks for your help.

Find more posts tagged with

ipa

rdp-api

volatility-surface

#content

#technology

Accepted answers

Jirapongse

@anass.yazane.1

Thanks for reaching out to us.

You can contact the Instrument Pricing Analytics - Refinitiv Data Platform support team directly via MyRefinitiv to verify which parameter can be used to specify a contributor source.

I hope that this information is of help.

All comments

Jirapongse

@anass.yazane.1

Thanks for reaching out to us.

You can contact the Instrument Pricing Analytics - Refinitiv Data Platform support team directly via MyRefinitiv to verify which parameter can be used to specify a contributor source.

I hope that this information is of help.

EXPLORE OUR SITES