How shall I extract the floating rates used in the model from the python API pricer for swaps?

Hanson_Yang

Hi,

I am currently using Python API (online pricer) for interest rate swaps (refinitiv.data.content.ipa.financial_contracts.swap), and I want to extract the floating rates used in the model, do you know how to extract? Thanks.

Hanson_Yang

https://community.developers.refinitiv.com/discussion/comment/127471#Comment_127471

The parameter is "CashFlowAnnualRatesPercentArray"

Jirapongse

@Hanson_Yang

Thank you for reaching out to us.

You can refer to the IPA Financial Contracts: IR Swap Contracts document on the LSEG Developer Community website. Otherwise, please contact the Instrument Pricing Analytics - Delivery Platform support team directly via LSEG Support.

Please include the URL of this discussion in your raised question to prevent it from being redirected back to this Q&A forum.

Hanson_Yang

https://community.developers.refinitiv.com/discussion/comment/127455#Comment_127455

Hi Jirapongse,

I have found the parameter I need in the link, thanks for your help very much!

Regards,

Yang Shuai

Jirapongse

@Hanson_Yang

Is it possible to share that parameter? It would be helpful for other users who have a similar question.