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Dan.Camp1 avatar image
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IPA interest rate cap volatility source

Hi, is there a field which can be used in the Python Refinitiv Data IPA Financial Contracts cap/floor definition to change the volatility source? I am looking specifically at USD SOFR caps.

For example, on the CAPF gui you can change source with the dropdown below.

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wasin.w avatar image
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Hello @Dan.Camp1

Thank you for reaching out to us. Unfortunately, we our Admin is not the content expert. I suggest you contact the IPA content support team to help you with this question directly. You can contact the team via https://myaccount.lseg.com/en/productsupport website.

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