How to extract DV01 from 10 year US Treasury Yield curve using Eikon API? The data is on a page o...

Yihan.Luo

...f REPS Valuation.

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Accepted answers

raksina.samasiri

Hi @Yihan.Luo ,

Using Data Item browser with RIC 91282CLF6=, the DV01 field can be found as below

here's the code and its result

import refinitiv.data as rd
rd.open_session()
df = rd.get_data(
          universe = ['91282CLF6='],
          fields = ['TR.DV01Analytics'] 
)
display(df)

All comments

raksina.samasiri

Hi @Yihan.Luo ,

Using Data Item browser with RIC 91282CLF6=, the DV01 field can be found as below

here's the code and its result

import refinitiv.data as rd
rd.open_session()
df = rd.get_data(
          universe = ['91282CLF6='],
          fields = ['TR.DV01Analytics'] 
)
display(df)

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