How to extract LIBOR 3M swap curve (over 12 months) by sending request to DSS REST API?

Question

Question by 841872716 · Nov 03, 2020 at 01:49 AM · dss-rest-api datascope-select dss rest-api extraction

How to extract LIBOR 3M swap curve (over 12 months) by sending request to DSS REST API?

1) which kind of request should be used to do so ? EndOfDayPricingExtractionRequest or PriceHistoryExtractionRequest or IntradayPricingExtractionRequest ?

2) what content field names should be used if I want to extract currency code, close price, trade date, security description, RIC and value date of 3M swap curve of currencies GPB and USD ?

3) Can give an example please?

0

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 1 · 2020-11-03T16:07:09Z

REFINITIV

Best Answer

Answer by zoya faberov · Nov 03, 2020 at 04:07 PM

Hello @841872716,

Please see this relevant discussion thread of the same or very similar.

Please let us know if you are able to proceed as suggested, or need a hand?

0 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

How to extract LIBOR 3M swap curve (over 12 months) by sending request to DSS REST API?

1 Reply

Watch this question

Related Questions