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

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Question by 841872716 · Nov 03, 2020 at 01:49 AM · dss rest extraction requests libor

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?

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Answer 1 · 2020-11-03T16:07:09Z

REFINITIV

Best Answer

Answer by zoya.farberov · 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?

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

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