Is there a way to fetch credit spreads and base spreads using rest api?

anand
anand Newcomer
in DSS
Is there a way to fetch credit spreads and base spreads using rest api?
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Best Answer

  • Christiaan Meihsl
    Christiaan Meihsl LSEG
    Answer ✓

    @anand

    DSS delivers several spreads, all are accessible through the GUI or the API.

    A Terms and Conditions extraction can deliver field Original Spread which is the Original basis point spread over the Treasury benchmark when the bond was issued. This is for the following asset types: Gov't/Agency, Corporate (Invest Grade), Corporate (High Yield), Convertible.

    An End of Day extraction has 25 spread related fields:

    image

    Does this fit your need ?

    If not, can you give us more detail on the exact definition of the spreads you require, and for which asset classes ?

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