RSearch_Country sovereign curves

vimeos

Hello,

I'm trying to extract
curves by using the RSearch library.

I use the Excel wizard to
define the search criteria.

Is it possible to extract
Country sovereign curves (for example 0#EURBMK=) with RSearch ?

It seems that the
category "Other curves" is the only available.

Is there any alternative library to extract Country sovereign curves?

Thank you !

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eikon

eikon-com-api

Accepted answers

Alex Putkov.1

@vimeos
You can use AdfinX Real-Time library to retrieve the constituents of chains like "0#EUBMK=". See this tutorial for chain retrieval using AdfinX Real-Time library. If you're using Eikon COM libraries in a custom application rather than in Excel VBA see this tutorial first.

All comments

m.bunkowski

Hi @vimeos

If you are interested in retrieving benchmark curves e.g. <0#EUBMK=> then you can use RIC that already contain a full universe of them - <0#BENCHMARKS>.

For the credit curves you can also take a look at the page <COUNTRYCURVES>. This is in a form of a page, therefore not straightforward to parse it.

vimeos

Hello @marcin.bunkowski thanks for your answer !
I tried to insert the RICs you provided inside the search input of Excel Wizard but I recieve no results.

Am I doing something wrong ?

Thank you!

m.bunkowski

Hi @vimeos

The codes that I have provided are an alternative to a search. You need to use them in Quote app (open with F4)

You can get all the constituents in Excel with formula

=TR("0#BENCHMARKS")

Alex Putkov.1

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