Is there a way to fetch credit spreads and base spreads using rest api?

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anand

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Is there a way to fetch credit spreads and base spreads using rest api?

dss-rest-api datascope-select dss bonds derivatives

Mar 16, 2017 at 06:59 AM

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Alex Putkov.1 Mar 23, 2017 at 02:57 PM

@anand

Thank you for your participation in the forum. Are any of the replies below satisfactory in resolving your query? If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question. Thanks, AHS

pimchaya.wongrukun01 Apr 10, 2017 at 03:55 AM

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Thanks,
AHS

Answer 1 · 2017-03-22T05:06:17Z

Christiaan Meihsl

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@anand

DSS delivers several spreads, all are accessible through the GUI or the API.

A Terms and Conditions extraction can deliver field Original Spread which is the Original basis point spread over the Treasury benchmark when the bond was issued. This is for the following asset types: Gov't/Agency, Corporate (Invest Grade), Corporate (High Yield), Convertible.

An End of Day extraction has 25 spread related fields:

Does this fit your need ?

If not, can you give us more detail on the exact definition of the spreads you require, and for which asset classes ?

eodspreads.png (53.2 KiB)

Mar 22, 2017 at 05:06 AM

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