swaps

Discussion List

• How shall I extract the floating rates used in the model from the python API pricer for swaps?

  Answered Accepted ✓ 31 views 4 comments 0 points Most recent by Hanson_Yang August 20Refinitiv Data Platform Libraries
• Python Refinitiv Data IPA Financial Contract IR Swap intra-day pricing with datetime

  Answered 175 views 5 comments 0 points Most recent by [Deleted User] August 2024Refinitiv Data Platform Libraries
• How can I retrieve in Excel historical swaption volatility surfaces?

  Answered Accepted ✓ 126 views 1 comment 0 points Most recent by aramyan.h July 2024Workspace SDK
• How to retrieve historical swaption volatilities in Excel?

  Answered Accepted ✓ 88 views 1 comment 0 points Most recent by aramyan.h July 2024Eikon Data APIs
• Historical CDS Data for all S&P 500 firms

  Answered Accepted ✓ 706 views 2 comments 0 points Most recent by buehrmar April 2024Eikon Data APIs
• Refinitiv data library for Python to price a USD 5Y swap USD_SB3L and a swaption which take the s...

  Answered Accepted ✓ 229 views 3 comments 0 points Most recent by aramyan.h April 2024Refinitiv Data Platform Libraries
• IRS pricing using user defined forward curves

  Answered Accepted ✓ 284 views 2 comments 0 points Most recent by [Deleted User] November 2023Refinitiv Data Platform
• RDP IPA: Floored swap market value array

  Answered Accepted ✓ 130 views 1 comment 0 points Most recent by Michel B November 2023Refinitiv Data Platform
• SOFR SWAP CURVE

  Answered Accepted ✓ 1.3K views 8 comments 0 points Most recent by [Deleted User] October 2023Eikon Data APIs
• SOFR SWAP Curve

  Answered Accepted ✓ 416 views 3 comments 0 points Most recent by [Deleted User] October 2023Eikon Data APIs
• How can I get intraday data from today? Since today start of day until the time the script is run?

  Answered Accepted ✓ 538 views 5 comments 0 points Most recent by f.janeiro March 2023Eikon Data APIs
• IRS Template Definitions in Instrument Pricing Analytics

  Answered Accepted ✓ 240 views 3 comments 0 points Most recent by umer.nalla March 2023Refinitiv Data Platform
• Timeout errors and too many requests for instrument pricing analytics

  Answered Accepted ✓ 317 views 2 comments 0 points Most recent by mikael.ohman February 2023Refinitiv Data Platform
• How to collect interest rate swap day count conventions in Eikon Python api?

  Answered Accepted ✓ 451 views 1 comment 0 points Most recent by nick.zincone December 2022Eikon Data APIs
• ipa financial contracts Swaption python API not working for call_put = 'PUT'

  Answered Accepted ✓ 157 views 1 comment 0 points Most recent by Michel B October 2022Refinitiv Data Platform Libraries
• Currently, we get prefixed benchmarks like TONA TSR by old-style data flow but for the new benchm...

  Answered Accepted ✓ 268 views 1 comment 0 points Most recent by nick.zincone January 2022Refinitiv Data Platform
• How to get Cross Currency Basis discount curves with RDP

  Answered Accepted ✓ 1.3K views 1 comment 0 points Most recent by Michel B July 2021Refinitiv Data Platform
• How to retrieve Swaption Volatility in Excel API, e.g. http://emea1.apps.cp.thomsonreuters.com/Ex...

  Answered Accepted ✓ 1.3K views 5 comments 0 points Most recent by Jirapongse September 2020Eikon Data APIs
• ChainStepByStepExample gives only names but require swap rates

  Answered Accepted ✓ 918 views 3 comments 0 points Most recent by zoya faberov August 2020EMA
• bid, ask and mid side of the swap rate

  Answered Accepted ✓ 911 views 2 comments 0 points Most recent by Gurpreet August 2020EMA
• fx swap maturity

  Answered Accepted ✓ 525 views 9 comments 0 points Most recent by chavalit-jintamalit June 2020Eikon Data APIs
• How can I get the EURIBOR 6M forward curve through the python API? Interest rate swap valuation.

  Answered Accepted ✓ 8.8K views 1 comment 0 points Most recent by Alex Putkov.1 March 2020Eikon Data APIs
• Best Swap Rates

  Answered Accepted ✓ 692 views 2 comments 0 points Most recent by Zhenya Kovalyov December 2018Eikon COM
• Retrieving historical swaption volatility with ek.get_data

  Answered Accepted ✓ 1K views 2 comments 0 points Most recent by mickael.sabet August 2018Eikon Data APIs
• FX swap rates

  Answered Accepted ✓ 2.2K views 3 comments 0 points Most recent by Tim Smith November 2016Alpha