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refinitivdocreader avatar image
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How to collect interest rate swap day count conventions in Eikon Python api?

The Eikon desktop application has a "Description" page for swaps (USD1YOIS=) that presents contract specification data such as day-count convention, holiday calendar, and reference rate RIC. Is there a way to locate Python api field names for these items?

I could not locate them in the Data Item Browser, or using the TR Eikon MS Office formulas, as suggested in the Eikon Python docs.

More broadly, is there a method that will list all fields that can be queried using:

eikon.get_data(ric, fields)

Such a field list could be a time-saver, even if most returned values are null.

eikon-data-api#contentswapsexchange-holidaysreference-data
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Jirapongse avatar image   Jirapongse

@refinitivdocreader

Hi,

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AHS

Jirapongse avatar image   Jirapongse

@refinitivdocreader

Hi,

Please be informed that a reply has been verified as correct in answering the question, and marked as such.

Thanks,

AHS

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nick.zincone avatar image
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Hi @michelhugo.battistini

I also could not find the specific details you are after. In situations like this, I would recommend you raise a content query within the desktop, via "Help & Support" using Help or the function key: F1. They can bring in a content special who can help with these data fields.

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