Hi,
I am using the Refinitiv dataplatform API to get forward outrights on currencies. But, I am having issues getting data on Bolivian Boliviano (BOB) and Rwandan Franc (RWF). This is my code:
# Function for API call
def get_data(cr, type_, date):
# Set Eikon desktop key
import refinitiv.dataplatform as rdp
rdp.open_desktop_session(...)
# Import additional refinitv packages
from refinitiv.dataplatform import eikon as ek
from refinitiv.dataplatform.content.ipa.contracts import cross
from refinitiv.dataplatform.content.ipa import FinancialContracts as
fwd_contract = cross.Definition(fx_cross_code = 'USD' + cr,
fx_cross_type = type_,
legs = [cross.LegDefinition(tenor ='3M')])
response = fc.get_cross_analytics(fwd_contract,
fields = ['StartDate',
'EndDate',
'FxSpot',
'FxOutrightCcy1Ccy2'],
calculation_params = cross.CalculationParams(valuation_date = date)
)
return response.data.df
I have written it as a function so I can more easily extract several currencies and have more dynamic inputs. The variable cr corresponds to the currency against the dollar, in this case RWF or BOB. I try two types when I do the API call, the first being "FxForward" and the other being "FxNonDeliverableForward". Basically, first it checks if it can extract regular forward rates and then NDFs. Nevertheless, with this code I get Nones whenever I try to extract BOB/RWF.
I have also noticed that when I look up BOB and RWF in the Swap Points and Outrights calculator, I get these views:
