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