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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

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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@romerson.gadil21

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



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Screenshot for reference.

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.

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

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