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How to retrieve bond rating and sector credit curve data - using Python API
Hello, I have a datasheet with a list of bond ISINs for which I have a start date, end date, the sector classification, currency and rating information. For each bons in the dataset I would like to retrieve the currency-sector-rating specific credit yield curve starting at its specific start and end date. I am facing the…
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Retrieve historical bond yields for various maturities and governments
Hello, I am trying to retrieve the bond yields for various maturities per country (Germany, Switzerland, Netherlands). I am using the Eikon API in Python, Windows. Essentially, I want to derive the monthly Yield-to-maturity (YTM) for various maturities (1 month, 3 month, 6 month, 1 year, 2 year, 10 year, and 30 year) from…
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RD API for interpolated yield on an issuer curve
Hello, Is there an RD Library API that would return an interpolated yield for a given issuer code(issuer curve chain) and tenor ? As an example, see below the issuer curve of WFC and I would like to pass in the issuer benchmark chain <0#WFCUSDABMK=> and tenor 3 1/2 years and should expect to get back ~5.365%. I realize I…
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SOFR SWAP CURVE
I'm trying to get SOFR SWAP Curve in real time. How would I do that? I have used Eikon in the past but your RDP library may have improved and I can use it?
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SOFR SWAP Curve
I would like to retrieve SOFR SWAP Curve. What's the mnemonic for it and how do I retreive it? TY
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Canadian Dollar Zero Coupon Yield Curve
I am trying to get data for the Canadian Dollar Zero Coupon Yield curve with OIS Discounting. I see that I can get data (for example getting the 1Y point) using the RIC "CAD1YZ=R". This however, does not use OIS discounting. I can also see that I can get data using OIS discounting, for example "CAD1YOIS=", but this is does…
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Requesting tenor points of 0#BBUSDUTIBMK= erroneously returns a point for the BBB curve
Hi, When requesting all tenor point RICs for `0#BBUSDUTIBMK=` using df,e = ek.get_data('0#BBUSDUTIBMK=','DSPLY_NAME') We get the following list of RICs "BBBUSDUTI2Y=" "BBUSDUTI3M=" "BBUSDUTI6M=" "BBUSDUTI1Y=" "BBUSDUTI2Y=" "BBUSDUTI3Y=" "BBUSDUTI4Y=" "BBUSDUTI5Y=" "BBUSDUTI6Y=" "BBUSDUTI7Y=" "BBUSDUTI8Y=" "BBUSDUTI9Y="…
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Yield curve - Python refinitiv.dataplatform
Hi, I'm using Python refinitiv.dataplatform. I would like to obtain Yield curve data (EURIBOR, SONIA, SOFR, PRIBOR,...). I tried this code and it didn't help: endpoint = rdp.Endpoint(session,'https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/curves/interest-rate-curves/definitions/triangulate')…
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Apparent inconsistency in GPB Libor 6M ZC curve
Good Morning, I am using RDP to retrieve GBP Libor 6M curve, and I have noticed that there is a difference with the data that I get from the Eikon Desktop Application using the RIC for Zero Coupon Curves 0#GBPSBSLZ=R. I would appreciate if you could explain me the reasons for the difference that I am going to show now. In…
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Apparent inconsistency in GPB Libor 6M ZC curve
Good Morning, I am using RDP to retrieve GBP Libor 6M curve, and I have noticed that there is a difference with the data that I get from the Eikon Desktop Application using the RIC for Zero Coupon Curves 0#GBPSBSLZ=R. I would appreciate if you could explain me the reasons for the difference that I am going to show now. In…
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Yield Curve Request not having any supported servers
Hi team, I am trying to follow the example for the Yield Curve as given in https://docs-developers.refinitiv.com/1566327922204/14977/#page/RDM%2520Usage%2FYieldCurve.5.2.html%23 My Request: { "ID": 2, "Domain": "YieldCurve", "Key": {"Name": "BASIC"}} But I get the following response: [{"Type": "Status","State": { "Stream":…
