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I need to get swaption volatility surfaces for a time lenght of at least 8/9 years. I have 14 different exercise dates and 14 different tenors. It is for my master thesis. I looked up at the Q&A and I tried to insert them with RHistory function: =RHistory("EUR3MX1Y=TTKL; EUR3MX2Y=TTKL; EUR3MX3Y=TTKL; EUR3MX4Y=TTKL;…
output volcube1.txt I’m using the api “https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/surfaces” The data downloaded from the api for vol cube seems different from Eikon app. eg. the USD vol is constant. EUR IBOR and ESTR vol cubes are the same. Is there something wrong with the output? Output…
Hi! We have a client raised the question below: I'd like to pull the swaption vol from eikon. I request the data using this endpoint: https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/surfaces I wonder if in "surfaceParameters", "xAxis" can be another keyword instead of "Strike" to get the…
Hello, I am looking for a way to retrieve, via either Eikon API or Refinitiv Data Library for Python, the historical volatility surface (ie at any given date, a matrix of IV with option strikes along cloumns and option tenors along rows) of options on both equity indices and individual stocks. Alternatively, it would…
I want to get historical volatility surface data for KOSPI200 options. I found above data with 'KS200VOLSURF' but I just can check real-time data. I want historical volatility surface data like above format(for example, 1year daily data each have above format).
Hi everyone, On their website Refinitv states that, it is possible to get real time volatility surfaces for sixty commodity products using Eikon. 1. Where can I find which 60 commodity products are meant? 2. And how can I get that data using Eikon's Python API? Thanks!
Hi everyone, I'm using the curves-and-surfaces endpoint to get some FX volatility surfaces. Most of the time it works fine but for some currencies pairs it fails (ex: EURXAG). Do you have a solution? Thank you for your help Regards
dear developer community i have a question regarding the use of RDP Surfaces IPA (https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/surfaces). indeed, the IPA accpet as parameter to specify a source, i'm wondering if rather than indicating a contributor source if it's possible to specify as input…
Hi, i'm trying to retrieve volatility surfaces for equity underlyings using Eikon api in python on Windows. In the majority of cases i am successful but there are some rics where i can see the data in SURF app on Eikon but the code is unable to return the values. For example: # Input…
Hi all, I'm sending a request to get RDP IPA volatility surface matrix in the way below and I get tenors until 2Y maximum. Is this the limit or is it possible to extend it until 10Y as requested by our customer ? Many thanks and best regards Alessandro RESPONSE { "data": [ { "surfaceTag": "EtiVolatilitySurfaceExample",…
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