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Hi all, I have been struggling to validate the figures of the SWPR (swap pricer tool) which colleagues of mine use on a regular basis. I have tried to check the CURVB which perfectly corresponds to the SWPR output (rates in Zero curve sheets). However when I try to extract the rates it seems I'm unable to retrieve the same…
Using Eikon data API to fetch the EURIBOR3MD= I am getting delayed data while fetching it through API using the code : df1, df2 = ek.get_data(instruments = ['EURIBOR3MD='],fields = ['CF_LAST']) display(df1) like for now the realtime value is 3.988 but through API I am getting 3.980 which was previous day. Need to get…
My objective is to price an existing interest rate swap on the fly using python. In order evaluate the IRS floating leg I need from the python API the: 1 - Euribor 6M Forward curve (Derived from the Euribor 6M zero curve one can find in the reuters eikon swap pricer) to forecast the swap future cash flows. 2 - The OIS…
Hello, Could you please provide the full list of RIC codes for "Commodities" (such as Oil) and "Interest rates" (such as Euribor and Libor)? Thanks.
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