Risk Free Rates

cvcdev
cvcdev Newcomer
in Refinitiv Data Platform

Is there any API to retrieve risk free rates i.e SONIA, SOFR, TONAR, SARON, ESTR?

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @cvcdev

    It is possible to calculate Realised rates using our Refinitiv Data Platform that offers a Financial Contracts API.

    Please see my article - Risk Free Rates & the LIBOR Transition - where I implement a simple Realised Rate calculator.

    If you require further information or access to the above APIs please reach out to your Refinitiv representative or use the Contact us form.

    Alternatively, you can also post back here and I can try and get someone to contact you directly.

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