Hi,
I noticed in this example on the API playground the interpolationMode is specified as ForwardMontoneConvex.
Yet when examining MarketData the interpolationMode is CubicSpline:
Is this a bug?
@Zaki
Thank you for reaching out to us.
I'm not entirely sure I understand the question. Based on the document, both ForwardMonotoneConvex and CubicSpline are valid options for the interpolationMode parameter.
ForwardMonotoneConvex
CubicSpline
interpolationMode
I ran the query and it can return a response properly.
For more information, please contact the Instrument Pricing Analytics - Delivery Platform support team directly via LSEG Support.
Please add MarketData to "outputs" as I've done in the screenshot and then observe the outputs of MarketData - will show CubicSpline despite ForwardMontoneConvex being specified.
Thanks.
Got it.
Please contact the Instrument Pricing Analytics - Delivery Platform support team directly via LSEG Support to verify the request and response message.