Hi -
I'm looking to compute some notion of excess returns (either the return experienced relative to holding cash or alternatively, the return of an unfunded equity position so total return - a borrowing cost - either one would do for now although at some point it would be good to differentiate). As a cut through I wanted to pull in a short-term cash rate (for instance Fed funds overnight rate or some such similar - was looking at USRRP=ECI field ECONOMIC.Value), but it looks like the codes I am finding in the Eikon data browser aren't pulling through in the API. Is there anything in-scope of the current API that would accomplish this goal, or some other creative way to compute an excess return?
Thanks.
