Capability of using an API to price interest rate swaps -- how to do it and is there a cost to do it

KatherineMae.Malagueno
KatherineMae.Malagueno LSEG
edited March 11 in Eikon Data APIs

Client would like to assess the capability of using an API to price interest rate swaps i.e. cross-currency and vanilla fixed to fixed or fixed to floating as the case may arise.

Is this possible, and if so, what would the cost be to have access to the relevant API? Could you share relevant materials on how to do it? through Workspace?

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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @KatherineMae.Malagueno

    Thank you for reaching out to us.

    It depends on the products that the client is using. APIs are available on the LSEG Developer Community.

    If the client is using Workspace, the API could be the LSEG Data Library for Python. The examples are on GitHub.

    To use the library, the client needs to know RICs and fields that can provide the required data. The client can use the Data Item Browser tool to search for fields and parameters.

    However, this forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

    The best resource for content questions is LSEG Helpdesk, which can be reached by either calling the Helpdesk number or raising a ticket via MyAccount. The Helpdesk will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

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