Discover Refinitiv
MyRefinitiv Refinitiv Perspectives Careers
Created with Sketch.
All APIs Questions & Answers  Register |  Login
Ask a question
  • Questions
  • Tags
  • Badges
  • Unanswered
Search:
  • Home /
  • Eikon Data APIs /
avatar image
Question by michal · Oct 02, 2017 at 11:57 AM · datatenors

Selection of tenors when no data is available.

Hello,

I would like to know how can I set up a VBA code for looking different tenors for deposit rates (CADDEPO=) which are not available. Say I have a position on CAD deposit rate with maturity 40 days, now I need to have some kind of way to select the lower/nearer tenor (1M) and the upper/further tenor (2M) so I can interpolate the position in question (CAD with 40 days till maturity). I would welcome a hint that would work for repetitive finding of the lower and upper tenors, like if there would no be 1M tenor available then it would go to the 3W tenor until it founded the some data (same for the upper tenor).

Any hints would be much appreciated as I have no luck to figure this one out.

michal

People who like this

0 Show 0
Comment
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Reply

  • Sort: 
avatar image
REFINITIV
Best Answer
Answer by Alex Putkov. · Oct 02, 2017 at 12:17 PM

First use AdxRtChain COM object of AdfinX Real-Time library to retrieve the constituents of CADDEPO=. Then use AdxRtList object of the same library to retrieve the maturity date (MATUR_DATE, FID 68) and the depo rate value for each constituent of CADDEPO=, and build the depo curve (i.e. an array of maturity dates and corresponding depo rates). Then pass this depo curve to AdInterp method of AdxUtilityModule class to interpolate the depo value on your target date from the depo curve. See tutorials 2, 3 and 8 on Eikon COM APIs for use in MS Office for examples of using AdxRtList, AdxRtChain objects and for an example of calling methods from AdfinX Analytics Functions library.
https://developers.refinitiv.com/eikon-apis/com-apis-use-microsoft-office/learning

Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Watch this question

Add to watch list
Add to your watch list to receive emailed updates for this question. Too many emails? Change your settings >
8 People are following this question.

Related Questions

What is the syntax of the Fixed Income End-of-month (FiEOM) variables?

not getting the latest data point

Hi! I am trying to figure this out - Is there any way we can fetch intraday data for USDINR currency pair in Python?

TSI Permission error with data API / But works with Excel (Another incidence)

Equity fund ownership

  • Feedback
  • Copyright
  • Cookie Policy
  • Privacy Statement
  • Terms of Use
  • Careers
  • Anonymous
  • Sign in
  • Create
  • Ask a question
  • Spaces
  • Alpha
  • App Studio
  • Block Chain
  • Bot Platform
  • Calais
  • Connected Risk APIs
  • DSS
  • Data Fusion
  • Data Model Discovery
  • Datastream
  • Eikon COM
  • Eikon Data APIs
  • Elektron
    • EMA
    • ETA
    • WebSocket API
  • Legal One
  • Messenger Bot
  • Messenger Side by Side
  • ONESOURCE
    • Indirect Tax
  • Open PermID
    • Entity Search
  • Org ID
  • PAM
    • PAM - Logging
  • ProView
  • ProView Internal
  • Product Insight
  • Project Tracking
  • Refinitiv Data Platform
    • Refinitiv Data Platform Libraries
  • Rose's Space
  • Screening
    • Qual-ID API
    • Screening Deployed
    • Screening Online
    • World-Check One
    • World-Check One Zero Footprint
  • Side by Side Integration API
  • TR Knowledge Graph
  • TREP APIs
    • CAT
    • DACS Station
    • Open DACS
    • RFA
    • UPA
  • TREP Infrastructure
  • TRIT
  • TRKD
  • TRTH
  • Thomson One Smart
  • Transactions
    • REDI API
  • Velocity Analytics
  • Wealth Management Web Services
  • World-Check Data File
  • Explore
  • Tags
  • Questions
  • Badges