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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 can download the curve and interpolate locally but trying to save steps/efficiency.

Thanks


1701621114736.png

#contentbondsyield-curve
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Hi @Moti.Konak ,
Correct me if I'm wrong, but it seems to me as though you are looking for Broken Date Rates; this is something you can find in the Workspace App for FX in 'FWDS:

1701710585095.png


This app uses the IPA set of APIs, for which you can find information here (you may have to click on that link once, then login, then click on that link again to make sure you're sent to the correct sub-page). I wrote an article that I didn't publish yet about this, you can find it here. However, if you are after Bond related curves, I think you're after the Bond Contracts page. If you are looking into coding this in Python, I'm afraid that there is no Access Layer Python functions available, however, you can 'ping' the the Bond Contracts IPA endpoint directly using the Delivery Layer, in a similar way to what I did in the aforementioned article I did not publish. Note that we have a 'Postman-like' environment for you to test REST API calls to IPA, it's the API Playground.


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