May I know how can I extract historical interest rate curve data? E.g. Provide a currency and a valuation date, use Python API to extract the government benchmark curve rates for that currency as of the valuation date.
@Hanson_Yang
Thank you for reaching out to us.
This could be the Instrument Pricing Analytics on the Data Platform. Please refer to the IPA Financial Contracts: Getting Started document.
You can use the LSEG Data Library for Python to extract data from the Instrument Pricing Analytics. The examples are on GitHub.
For more information, please contact the Instrument Pricing Analytics - Delivery Platform support team 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.
