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anass.yazane.1 avatar image
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Calculate Caplets volatility surface using RDP Surfaces IPA with user inputs

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 a user volat surface to be stripped.

many thanks for your help.

#technologyrdp-api#contentipavolatility-surface
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Jirapongse avatar image
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@anass.yazane.1

Thanks for reaching out to us.

You can contact the Instrument Pricing Analytics - Refinitiv Data Platform support team directly via MyRefinitiv to verify which parameter can be used to specify a contributor source.

I hope that this information is of help.

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