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romerson.gadil avatar image
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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.

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apieikon-com-apiswaps
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pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @romerson.gadil21

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS


3 Answers

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Jirapongse avatar image
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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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romerson.gadil avatar image
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Screenshot [17].png


screenshot-17.png (201.7 KiB)
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romerson.gadil avatar image romerson.gadil

Screenshot for reference.

romerson.gadil avatar image romerson.gadil

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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romerson.gadil avatar image
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Hi Team, anyone who can help in checking this? Thank you.

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