Hello,
I'm trying to extract curves by using the RSearch library.
I use the Excel wizard to define the search criteria.
Is it possible to extract Country sovereign curves (for example 0#EURBMK=) with RSearch ?
It seems that the category "Other curves" is the only available.
Is there any alternative library to extract Country sovereign curves?
Thank you !
Hello @vimeos
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Thanks,
AHS
@vimeos
You can use AdfinX Real-Time library to retrieve the constituents of chains like "0#EUBMK=". See this tutorial for chain retrieval using AdfinX Real-Time library. If you're using Eikon COM libraries in a custom application rather than in Excel VBA see this tutorial first.
Hi @vimeos
If you are interested in retrieving benchmark curves e.g. <0#EUBMK=> then you can use RIC that already contain a full universe of them - <0#BENCHMARKS>.
For the credit curves you can also take a look at the page <COUNTRYCURVES>. This is in a form of a page, therefore not straightforward to parse it.
Hello @marcin.bunkowski thanks for your answer !
I tried to insert the RICs you provided inside the search input of Excel Wizard but I recieve no results.
Am I doing something wrong ?
Thank you!
Hi @vimeos
The codes that I have provided are an alternative to a search. You need to use them in Quote app (open with F4)
You can get all the constituents in Excel with formula
=TR("0#BENCHMARKS")
