Risk Free Rates

Question

question

cvcdev

1 ●0 ●1 ●1

Is there any API to retrieve risk free rates i.e SONIA, SOFR, TONAR, SARON, ESTR?

rdp-api refinitiv-data-platform

Sep 11, 2020 at 02:47 PM

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wasin.w Sep 21, 2020 at 03:39 AM

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Jirapongse Sep 28, 2020 at 05:01 AM

Hi,

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AHS

Answer 1 · 2020-09-11T15:24:09Z

umer.nalla

25.3k ●87 ●12 ●25

It is possible to calculate Realised rates using our Refinitiv Data Platform that offers a Financial Contracts API.

Please see my article - Risk Free Rates & the LIBOR Transition - where I implement a simple Realised Rate calculator.

If you require further information or access to the above APIs please reach out to your Refinitiv representative or use the Contact us form.

Alternatively, you can also post back here and I can try and get someone to contact you directly.

Sep 11, 2020 at 03:24 PM

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