How to retrieve Swaption Volatility in Excel API, e.g. http://emea1.apps.cp.thomsonreuters.com/Explorer/GuideDefault.aspx?s=GFI40+AL+3&st=Menu+G+C&context=OV

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Question by romerson.gadil · Sep 17, 2020 at 09:38 AM · eikon eikon-data-api workspace python workspace-data-api refinitiv-dataplatform-eikon eikon-com-api swaps

Raising the query on an external client's behalf:

Client is seeking assistance on how to pull the Swaption Volatility as seen in this page Home > Fixed Income > Interest Rate Derivatives > Swaptions
Eikon link: http://emea1.apps.cp.thomsonreuters.com/Explorer/GuideDefault.aspx?s=GFI40+AL+3&st=Menu+G+C&context=OV

using Excel API.

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Answer 1 · 2020-09-28T03:47:54Z

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Answer by Jirapongse · Sep 28, 2020 at 03:47 AM

I assume that the client is using Eikon Excel. Please directly contact the Eikon support team via MyRefinitiv for an answer.

1601264793290.png (16.2 KiB)

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Answer 2 · 2020-09-17T11:36:04Z

Answer by romerson.gadil · Sep 17, 2020 at 11:36 AM

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romerson.gadil · Sep 17, 2020 at 11:36 AM 0

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Screenshot for reference.

romerson.gadil · Sep 17, 2020 at 02:20 PM 0

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I also got a word from the client that he would like to pass in a date and get the time-series of this swaption volatility surface.

I hope you can take a look into this request. Thank you.

Answer 3 · 2020-09-18T11:31:05Z

Answer by romerson.gadil · Sep 18, 2020 at 11:31 AM

Hi Team, anyone who can help in checking this? Thank you.

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