Setting collateral currency for swap pricing in Refinitiv Data Library for Python

JRad
JRad Newcomer

Hi, I'm using swap from lseg.data.content.ipa.financial_contracts within the Refinitiv Data Library for Python. I would like to set a collateral currency like I can do in the SWPR app (see the screenshot). Is this possible? I can't find an arg for this in the documentation. Thanks

Screenshot 2025-03-14 at 13.23.16.png
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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @JRad

    Thank you for reaching out to us.

    If you are unable to find this argument in the IPA Financial Contract document, please contact the Instrument Pricing Analytics - Delivery Platform support team directly via MyAccount. The support team can check if this argurment is available.