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

Hanson_Yang
Hanson_Yang Newcomer
edited 9:03AM in Refinitiv Data Platform Libraries

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.

Tagged:

Answers

  • Jirapongse
    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.

Categories